Yes, that's pretty normal. I'd have to say, at this point, you've got yourself a wheel kit (as opposed to a wheel).

Normal practice would be to tension and radially true the rear wheel using the drive side spokes -- leave it a little bit low. Then true the wheel laterally (side to side) with the non-drive side. You should end up with a reasonably true, reasonably evenly tensioned, wheel. Stress relieve the spokes, check the true one more time, and go ride.

BTW, "The Bicycle Wheel" by Jobst Brandt has a detailed description of how a wheel should be built. Between Brandt's book, and Sheldon Brown's web instructions, all you need is a lousy TV show and a few hours to build wheels that will last a long time with minimal trouble.