Not likely normal, but things happen. I believe if you tighten the lock nut, you will be find it will fix it, as long as one of the friction washers (think they are called belleville washers) is not 'broken'.
Can you tell us the history of this? Just suddenly started? always done it? happened gradually from new? Did you buy the tractor new? how many hours? any repair on the rockshaft system?
These things help respond to the problem.