No migraines aren't normal. Headaches sure, but strong migraines that last for hours and don't go away when you take tylenol (tylenol and nothing else! Advil and ibuprofen are bad for baby) are something that you should let your doctor know about. Don't stress, if a migraine is your only symptom then everything is probably perfectly fine, but migraines can be early symptoms for things like hypertension or preeclampsia.
Better safe than sorry, just give your doctor a quick call, they'll be able to ease your worries quickly(: good luck