Surprise visits sound like a sweet idea but calling ahead first is always worth the few minutes it takes.
Even if you are on the approved visitor list, several things can prevent a visit from happening on any given day. The facility may be on lockdown, visitation hours may have changed, your inmate may have lost visitation privileges due to a disciplinary issue, or the visiting room may be at capacity. Showing up with children after a long drive only to be turned away is a hard experience that a quick phone call eliminates entirely.
The other thing worth confirming is that both you and the children are still active on the approved visitor list. Lists get audited periodically and names can be removed or flagged without notice. Children under a certain age typically need to be listed with their relationship to the inmate documented, and requirements around birth certificates or guardianship documentation vary by facility. Knowing all of that before you arrive means the visit actually happens rather than getting derailed at the front desk.
Call the facility, confirm visitation hours for that day, ask whether your name and the children are showing as approved, and ask whether there are any current restrictions affecting visitation. That call takes five minutes and protects the experience you are trying to create for your kids.
The element of surprise for the inmate is still intact even if you call ahead. He does not have to know you are coming. The facility staff are not going to tip him off.