Sure. I guess it's normal. Usually, you can pick whether or not to have it appear on the desktop (or not). Go to Finder, then Preferences, then "Show these items on the desktop---hard disk, external disks, cd's, dvd's and ipod and connected servers" with a checkbox for each entry. You can also choose to open folders in tabs rather than new windows.... congrats on the new iMac, btw.
You might want to have some kinda backup system in place and running, just in case..... that goes for all computers, really, mac or pc. Backup systems are good. I know this is off off topic, but just thought I'd mention it in passing....it's super ez to set one up, especially with Macs. Just get and plug in a hard drive either via usb or ethernet, and you see that thing at the top right of your screen, just by the bluetooth symbol and the wifi one.... yeah, that's it....looks like a clock face with an arrow on the left hand side. That's Time machine, and that could be your backup. Really, it's as easy as "set it and forget it".
well, hope this helps you a bit
john b