A ranger or warlock should be able to designate their quarry or curse before initiating the surprise round of combat, the rules do not actually disallow this as some here are claiming.
Whenever you affect a creature with a power, that creature knows exactly what you’ve done to it and what conditions you’ve imposed. For example, when a paladin uses divine challenge against an enemy, the enemy knows that it has been marked and that it will therefore take a penalty to attack rolls and some damage if it attacks anyone aside from the paladin.
It doesn't actually say that a creature is aware of any condition it is under, it says it is aware of any condition that is inflicted by a power.
Both curse and quarry are not powers, they are class features.
Some class features are treated as powers, however all class features that are treated as such are specifically pointed out as being treated as powers and given power style write ups, curse and quarry has neither of these.
And to cover all the bases. The mark from Combat Challenge needs be applied via a power, thus its effects are known as per a creature knowing the conditions resultant from a power, alleviating any concerns of diminished effectiveness.
Let me ask you this. Joe the guard is just standing around as a ranger is sneaking up on him. Does he suddenly have the epiphany "OMG I'm gonna extra damage" and raise the alarm when a hunter's quarry gets used on him?
No that's dumb, and I imagine why the rules have been written as they are, in that curse and quarry are very specifically not powers.