Yes that is normal when you are driving at slow speeds it's there to get better gas mileage. If you drive it a little more aggressive it won't do it. There's things you can do to eliminate it like a hand held tuner.
Get a 'Skip shift eliminator' and install it at the transmission, it is a short piece of wiring that has the proper connectors already installed to 'plug and play' at the transmission to prevent the transmission forcing you to go from first to fourth gear while driving slowly.
They are not expensive and very easy to install.