This sentence comes from the beginning of "Harry Potter and the Sorcerer's Stone":
"They were the last people you'd expect to be involved in anything strange or mysterious, because they just didn't hold with such nonsense."
I guess the sentence means "they were expected to be involved in strange events". It's confusing me. I don't understand what the sentence means, and I think the reason is I am misunderstanding the use of the word "anything".