how much are you smoking, and out of what? that sounds really, really close to how most feel after smoking their first cigarette... i don't ever recall getting lightheaded, but you can smoke so much it becomes to intense for you to handle and you can get nauseated... happens mostly with noobs (lol, not meant in a deragatory way, just to clear that up)

are you swallowing any of the smoke (burping any up after your hits) if so, that could be a major factor in it...

edit: it's normal in the fact that it happens to alot of people, but it's not normal in the fact that it's not supposed to just cause this when you smoke, there's something that's causing it... either smoking too much, or smoking it with tobacco (this one is really bad on noobs who don't smoke cigs..) swallowing the smoke, ect ect.