As conversational agents become increasingly common in behaviour change interventions, understanding optimal feedback delivery mechanisms becomes increasingly important. However, choosing a style that both lessens psychological reactance (perceived threats to freedom) while simultaneously eliciting feelings of surprise and engagement represents a complex design problem. We explored how three different feedback styles: 'Direct', 'Politeness', and 'Verbal Leakage' (slips or disfluencies to reveal a desired behaviour) affect user perceptions and behavioural intentions. Matching expectations from literature, the 'Direct' chatbot led to lower behavioural intentions and higher reactance, while the 'Politeness' chatbot evoked higher behavioural intentions and lower reactance. However, 'Politeness' was also seen as unsurprising and unengaging by participants. In contrast, 'Verbal Leakage' evoked reactance, yet also elicited higher feelings of surprise, engagement, and humour. These findings highlight that effective feedback requires navigating trade-offs between user reactance and engagement, with novel approaches such as 'Verbal Leakage' offering promising alternative design opportunities.