Yes it's normal and what you want. It's called a P-trap and the water sitting in there seals out the sewer gasses.
My ASCII P-trap:
__________ | |
_________ \ / /
The asterisks would be the water that forms the stopper.
In an empty home or in drains that are infrequently used (such as a basement) you these traps can eventually dry out from evaporation and let sewer gasses seep in.
In your case, if you aren't going to use the shower for months on end, I suppose you could add a drop of bleach to the drain. If the shower is used semi-regularly, there should be no issues at all.