Yes, of course that is normal. Rats are EXTRMEMELY inquisitive animals, and love to explore every nook and cranny they can get in. My rats love to curl up in my hair and lay there while I am on the computer.

I too read that cheese is not so good to feed your rat, I only give my guys a little bit every once in a while. Let me see if I can dig up some information on the cheese thing...I can't quite remember.