Yes, that may be normal. Unrevoked used to reboot the phone into
clockwork recovery, but they may just reboot normally now. Download
Clockwork Rom Manager from the Market and it should tell you if you have
clockwork recovery installed. It will also tell you if you have the most
recent version and allow you to flash the latest.

Otherwise you can power off the phone, then press the power button while
holding down the volume-down button. Continue holding volume-down until
you see the HBoot screen. From there you can select Recovery and see if
you have clockwork or the standard recovery.