some people-including me-were surprised by a recent exhibiton of modern sculpture.
some people-including myself-were surprised by a recent exhibition of modern sculpture.
I think second option including my self is better but wait I may be wrong 
Well this context is not clear to me.
“including me” is correct. I do not see any reason to use “myself”. People increasingly seem to be using “myself” instead of “me” or “I”, perhaps as a hypercorrection, perhaps in the belief that it is more polite. You even hear horrors like “If you have any questions, please ask myself”, for example. Your example does not seem so blatant.
Your sentence incorrectly uses hyphens where dashes are needed. It also does not start with a capital letter. It should read:
“Some people—including me—were surprised by a recent exhibiton of modern sculpture.”
If you are forced to use hyphens because you can’t type dashes, or don’t know how to type dashes, then you must at least leave spaces around them:
“Some people - including me - were surprised by a recent exhibiton of modern sculpture.”