It can indeed be "normal" for a small brief spark to be seen or heard, when plugging in or removing a plug.
Electricity desperately wants to get home, and will go to extreme measures to do so. Inside your receptacle electricity waits, patiently biding its time. As you bring the plug closer to the receptacle, the electricity can see a way home and gets really excited. Once the plug gets close enough, the resistance of the air is no longer great enough, and the electricity is able to jump the gap. As the electricity jumps the gap, it shows its excitement by releasing light and sound.
Pulling the plug
Similarly, when something is plugged in, the electricity is running through the circuit on it's way home. As you pull the plug, some of the electricity makes a last-ditch effort to get home. Again it jumps the gap, and releases the familiar excitement light and sound.
This type of arcing happens; to some extent, in every electrical appliance that connects and disconnects an electrical circuit. The points at which the arc contacts do suffer a small amount of damage, but can typically withstand many arcs without failure. Devices that consistently see larger than normal arcing, typically employ some form of arc suppression or protection. For example, circuit breakers commonly have some form of arc suppression, or protection.
When to worry
- If the arcing is continuous, even when the plug is inserted fully
- The arcing occurs when nothing is plugged in, or being plugged in or unplugged.
- The spark is large (in brightness, sound, duration, and/or length).
- Keep flammable objects away (curtains, furniture, petrol, etc.)