Yes, that is normal. That is the cross pin which holds the spider gears of the differential. Its the axle on which the spider gears spin allowing one wheel to turn at a different speed than the other in a turn.
This is the best photo I could find on short notice. This is actually a T-locker limited slip differential. You can see that instead of one spider gear shaft, this one has a four-way thing in the middle, but what you are seeing in yours is that piece. Yours is just a single cross piece instead of this funky 4-way piece.
