Welcome back, Johnny. Long time passing... Two things:
First, Kay never really fit into the family in GF. Michael has to drag her into the family photo. We see her with Vito exactly twice: Once in the family photo at Connie's wedding, the other at Vito's burial. In a deleted scene after Connie's wedding, as Michael and Vito are waiting for the car to take them to Genco's deathbed, Vito says, "Did your American girlfriend get home alright?" Inferred serious disapproval.

Secpnd, what did Kay really expect of Michael? OK, it wasn't (and still isn't) unusual for people of one background to be attracted to people of completely different backgrounds. And, since Kay apparently met Michael in college, and he went right into the Armed Forces after Pearl Harbor, she had no up-front reason to doubt Michael when he said, "That's my family, Kay--it's not me."

The more interesting part happens later, when Kay finds out that Michael really is part of the family. Michael tells her so when he woos her in New Hampshire. And, we see it at the end, when Clemenza kisses "Don Corleone's" hand and Neri closes the office door on her. In II, she sticks with him even when it's obvious that he's the biggest Mafioso in America (until the Tahoe shooting finally turns her).

Years ago, we had a few threads on Kay and her expectations. Some said it's common for wives to think they can change their husbands. What do you think?