His statement: "Nay, they wonder" means: they have truly wondered, referring to the polytheists. "That there has come to them a warner from among themselves" means: the Prophet (peace be upon him) who is from them in lineage, warning them of the punishment of Allah. "And the disbelievers say: 'This is a strange thing'" means: a wonder.
قَوْله: ﴿بل عجبوا﴾ أَي: لقد عجبوا؛ يَعْنِي: الْمُشْركين ﴿أَن جَاءَهُم مُنْذر مِنْهُم﴾ يَعْنِي: النَّبي ﷺ مِنْهُم فِي النّسَب ينذر من عَذَاب اللَّه ﴿فَقَالَ الْكَافِرُونَ هَذَا شَيْءٌ عَجِيبٌ﴾ أَي: عجب