No, that's not normal. Pull on the short lever that adjusts the column, located on left side. Move your steering wheel up and down thru it's range of motion a couple of times, now let it lock in place, you should hear a thunk when it does and see if the little short lever locks in. Now try moving the steering wheel up and down, if it feels solid now you're ok, if the wheel has a lot of movement then you have a problem that needs to be looked at.
Dave & Myra
One day your life will flash before your eyes,
make sure it's worth watching!