No, that's not normal behavior. If you don't use iTunes, don't start now. There are some steps that you should take before you use iTunes with your iPad. It's not very difficult but there is no sense, IMO to add another step to this process if it can be resolved otherwise.
Have you tried using another WiFi network? I don't see why that would make a difference but I am sort of stumped as to why you would get this message.
Try a reset and then see if you can update. You will not lose any data when you do this. Hold down on the sleep and home buttons at the same time for about 10-15 seconds until the Apple logo appears on the screen after which time you can release the buttons and let the iPad start up.