It's not normal but the manufacturers will say it is. Most cars I have had didn't use a quart of oil between changes, but on the ones that have, it's neither difficult nor a great expense to dump one in every 500 miles or so. Depends on where you buy it I suppose. I get a good name brand API grade SJ oil for $1.19 but I don't buy it at the gas station.
That is why they have a "dip stick" to measure how much oil is in the engine.
You are courting a high repair bill if you don't check the level of your oil between changes.
When my kids first started driving, I showed them how to check the oil and told them they could drive the car without checking how much gas it had if they wanted to, but they had better not drive it without knowing how much oil it had.
You do know that you are supposed to check the oil level on your car every once in a while, right?