It depends what you mean by "normal". 

A "GFCI" isn't just a stupid-expensive receptacle.  It's actually a *zone of protection* that can protect other parts of the circuit.  

For instance a GFCI circuit breaker protects the entire circuit. 

A GFCI recep *obviously* has the 2 sockets in the zone of protection (kinda the whole point, eh? :)  But it can also protect other parts of the circuit, the way a breaker can. 

Doing this *is a good thing, generally*.  It means one GFCI is protecting more stuff than just the 2 sockets.  It is efficient use of not-so-cheap assets.  

However, protecting lights inside a bathroom is "a bit overkill". Bathroom lights don't generally benefit from GFCI protection (unless they are in the shower, then yes, they do).   Losing the lights when the GFCI trips is annoying and even dangerous if it's a hot curler!  So those are good reasons not to put lights/fan under GFCI protection.  Manassehkatz covers the basics of wiring to select whether a load is inside our outside the GFCI protected zone.