Not normal. First, spit on your finger and make a bubble on the end of the valve stem. If air is escaping, the bubble will expand meaning you need to tighten or replace the valve stem. Any service station/tire shop of any kind can take care of this.
If the valve stem is not leaking, you have a leaky tube. You will have to expose the tube and dunk it in water to find the bubbles. Then you can patch it with a cycle kit.
If you are not sure how to do this, ask anyone who fixes his own bicycle. The operation is exactly the same.