I suspect they'd be overwhelmed for a while once they got here. Just the sheer amount of differences in the world over 1000 years. Strangely, if they'd gone to the year 1515 they'd probably have a far easier time adjusting, at least for a common person. Sure, the language will have changed and some of the buildings would look a lot different, but life would more or less seem the same.
OTOH, the world of 2015 would be so totally different for someone from 1015 that they might as well have gone to another planet. Monarchies barely exist(and those that do are mostly ceremonial), Christianity has not only gone through a major split, it's also changed a fair bit from how it was even a few hundred years ago. That's even before getting to the fact that one can be an open atheist/agnostic in the western world and not get tortured/murdered for it. Life in general moves so much faster and the world is so much smaller(people in the middle ages generally didn't travel that much). Then there's the 1000 years of philosophy and cultural paradigms said person has missed.
Notice I'm not even getting into the technology, which would no doubt be seen for the most part as some sort of magic(Regards to Arther C. Clarke).
You'd probably have to slowly acclimate the poor dude for weeks before actually showing him around, though how one catches up on 1000 years of change I can only begin to imagine.
I imagine what their station in life before would make some difference. I can only imagine a king coming forward in time and realizing that not only did his bloodline die out/get kicked off the thrown centuries before, but also finding out that nobody in the western world really cares for monarchies as a system of government anymore. And of course, the fact they have gone from having absolute power in their country to being just another guy on the street(more akin to an immigrant then anything else).