There is a good chance you could be in one and not know it. A Tsunami is more like a swell, like a tide. They rarely come in the form of a large wave.
There are recorded instances of rogue waves at sea that people here have experienced. This is probably more like what you are envisioning.
They are not sure what causes rogue waves - some of them could technically be Tsunamis, but not every tsunami makes a tall wave. Rogue waves are also caused by wind conditions and especially when conditions cause waves to suddenly combine their force and become like two waves in one. This could happen for a number of reasons - weather or geography being two good ones.