How would an ancient Egyptian or a caveman react if he was shown a piece of 21st century technology?

Any sufficiently advanced technology will be seen as magic by most humans, and those using this technology are likely to be considered gods. Cortez and his men were at first seen as gods by the Aztec and they thought the men & their horses were all one animal. Certainly the ancients & pre 20th century people believed anything they didn't understand to be magic or witchery. That is most likely how religion came to be.