A moderate amount is definitely normal on any OLED screen. Remember that each pixel, for the most part, is it's own LED light. These lights have a delay when turning on and off, and it will be most noticeable when changing from very bright to very dark colors, or dark to bright. My girlfriend has had the Lumia 822 and 928 and I have the 1020, all of which encounter a moderate amount of this.
If it is very unbearably noticeable, it may be something wrong though. Try playing some games or watching videos and see if you notice it. If not, then it is likely the normal case I described.
EDIT: It was also slightly noticeable on my 808, though I believe it was less, possibly due to the lower resolution.