Fossils "suddenly" appear because of numerous reasons:
- some environments have little to no deposition associated with them, making it nearly impossible for any individuals to become buried and preserved. So when we do find them in these environments (such as forest ecosystems), the appearance is "sudden" because the opportunity for fossilization is not constant
- the probability of fossilization is therefore dependent on the preservation potential of the environment and the sediments that record it, but the probability of preservation is also highly dependent upon the organism. Some organisms that are entirely (or almost entirely) soft-bodied, have very low preservation potential. This is why the fossil record of jellyfish is so dismal (and they are far from the only group that we have little or no fossil record for). Our best fossil records are, by a wide margin, concentrated on macroinvertebrates, primarily the brachiopods, clams, gastropods, ammonoids, nautiloids, crinoids, sea urchins, corals, and some arthropods like trilobites (not so much for crustaceans as only the claws are reinforced with calcite whereas the whole carapace is reinforced with calcite for trilobites)
- sometimes the "sudden" appearance has more to do with when and how we sample a locality than anything else. Some units might be relatively recently (geologic units) discovered, or only recently did it become feasible to launch a collecting expedition to search through the strata (such as for Tiktaalik when Neil Shubin and his colleagues traveled to northern Canada, above the Arctic Circle)
- an additional reason for "sudden" appearances are the the taxa are rare. Meaning that when we sample them in the fossil record, we only ever find a limited number of them
- and the last significant issue we encounter (that comes to my mind) is that sedimentary systems are constantly experiencing erosion and remobilization of sediments. So even if something is preserved in the rock record, it might be subsequently removed via erosion and/or diagenesis
What you are referring to is what we call the Completeness of the Fossil Record, and it has been an important field of study in paleontology for decades now. In addition to this, the subject is also closely related to the study of Taphonomy (which is the study of how and why organisms become preserved as fossils).