If the mounting plate doesn't move: yes, that's normal--there is a small amount of play in the joint, even in high quality kickstands from Pletscher/ESGE and the American knockoff Greenfield (not to imply Greenfield doesn't make a good product!).

If the mounting plate moves in front of the tire, then tighten it a 1/16th-1/8th of a turn, and repeat until it stops moving. If you think you'll damage the bike doing so (no kickstand plate/ uncomfortable doing it?), bring it to a shop for them to deal with.