I don't know how normal it is, but mine sets the right side down about 1/2 inch before the left. Whether or not you can adjust or want to bother with it will depend on the type of loader and tractor you have.
In any case the first thing to check is tire pressure -- all four corners. Make sure the two sides are equal on both ends. The front should be different from the rear, but left/right should be the same on either axle. Next, if it's a QD loader, make sure it's mounted properly. Then check the loader frame for level when the tractor is sitting level -- use a level or tape measure, don't just eyeball it. If tire pressures are okay, the frame is straight and level, and the frame is square to the center line of the tractor, check the arms just behind the bucket and see if they are level -- again use a level or a tape from a level floor. Finally, check the bucket itself -- the mounting points may be off a little from one side to the other.
All it amounts to is a process of checking everything that might result in one side touching down first. Eliminate possible causes one by one until you find something that isn't square and level. Then you can go about figuring out how to fix it if it still bothers you.
I was pretty concerned about mine at first, but soon figured out that a difference of 1/2 inch over 5 feet of bucket width wasn't going matter one iota when I'm scraping manure out of the barn, hauling brush, moving firewood, moving mulch or whatever else I do with the thing. I don't plan to enter it in anything resembling a concours competition for compact tractors, nor to compete in making a perfectly level surface out of what used to be a pile of manure in the barnyard either, and so decided to just live with it.
I suspect there are very few tractor/loader combinations out there that are perfectly level.