Not normal. I would exchange it.
Alternatively, you might try lubing it a couple times at the inlet,
then firing it a bunch, then lubing it again, then firing a bunch
again. I bought my (heavily used) framing nailer from a pawn shop. When
I tried it out at the shop, we could clearly hear a leak. I got them to
knock another $20 off the price so I could rebuild it. When I got home,
I lubed as above, and it hasn't leaked since. I was working on a
privacy fence, and got through three sections before the leak stopped.
I ended up doing 50 8-foot sections, and never heard a peep out of it.
Let us know if this works for you,