Yes that sounds completely normal, I wouldn't worry. You'll find the more you take them out the more used to being outside they get. My girls LOVE being outside, my older girl will even climb the stairs from the living room and scratch to get out the sliding glass door, and when I open it she'll scurry out and immediately pancake when she hits the sun. After they warm up (15-20mins) they'll head from the deck to the lawn and graze on the dandelion and clover. I try to get them out every day, weather permitting. Sunshine is so good for them!
They do get nervous when large birds or planes go overhead though, so if yours is especially skittish a leash isn't a bad idea.