One might say that managing expectations becomes much easier with an agile approach like Scrum.
In stead of waiting for months before there is any result visible the Scrum approach delivers results each iteration (each sprint), thus building trust and creating positive energy.

I would argue that managing expectations is much more challenging than one would think and that a Scrummaster should spend a lot of time managing these expectations.

First of all Scrum (or Agile) project management is new to most people. 
The first reaction is either “that will never work” (it was in my case 🙂 ) or “wow, this is great, we can achieve anything now”. 
Without previous experience expectations are not realistic.

To overcome the initial doubts sales people often tend to focus only on the positive aspects of Scrum.
The customer is told that the Scrum approach is more effective than a waterfall approach and delivers more functionality in less time.This is because within Scrum a multifunctional team works together and the focus is geared on the customers requirements and not on documents. This is also because the team has a very professional test process so that technical issues almost never occur. 
Furthermore the customer is told that they can change the scope on a detailed level anytime, almost without penalty in time, budget or quality. This is because a Scrum project has a rolling approach to analysis and design. Each new sprint the design is complemented with new features and changing features that are not documented yet do not cost anything.

 

There are a couple of prerequisites to make this statement true.

You need a disciplined team that can focus on the results of one sprint and makes that a team effort.
Usually the people in the team have not worked together before and need some time to become effective (Michael James, my Scrum trainer told me that a team goes through the process of “Forming, Storming, Norming, Performing”).

The test process within the team needs to be efficient, repeatable and generally on a highly professional level. Without proper “proof” that the solution created within the sprint is a good one that complies to both functional and technical requirements, there is a big chance that issues arise later on thus compromising progress.
Usually the test process is not that professional and lots of technical issues frustrate the learning process.

Both supplier and customer must be able to breakdown the solution in small pieces and work only on these small pieces. 
For both parties this is a big change in thinking. It is not what they are used to and even seems counterproductive (but isn’t).

Both customer and supplier must be able to delegate control to the team. In order to raise productivity the team needs the authority to make it’s own decisions (and also must be capable to).
Usually both project manager and business executive are accustomed to “stay in control” by using all kinds of formal procedures and documents.

Probably there are a couple more prerequisites…. 😉

 

The reality is that while it is very difficult to create a hyper performing team, a lot of the aspects described above also do occur with more traditionally approached projects and the agile approach still will be more effective.

The problem occurs when the customer expects a hyper performing team and only receives well performing results.

 

So what is the role of the Scrummaster in this?

One role of the Scrummaster is to advocate and monitor the Scrum process.
I think it is essential that realism is a big part of that. 

“No, the first few sprints probably will not deliver any tangible results… this is because we need to learn to work together and need to get our test process working”.

The Scrummaster must be able to communicate both the positives and the negatives of Scrum and still have a compelling story.
The team needs to know that they are given some time to get accustomed to each other and get a performing process together.
The customer needs to know that the start will be slow but that the team will make it up later on (and if not we will find out very soon and can do something about it).