I don't think it's that abnormal. I did things like that as a kid, too (hitting myself, primarily), and my mom would always laugh at me when she caught me, which I didn't understand at all, because I thought that my experiencing physical pain/discomfort was something she wanted. I self-injured for a short time after I left my mom, because I was so used to physical pain that I didn't know what to do with myself now that there was no one regularly inflicting it upon me. I stopped, thankfully, but now I sorta do the same thing emotionally (I have a terribly nasty inner monologue), which I'm trying to work on. But yeah, you're definitely not alone or weird in feeling like this.

There's a great article by Elizabeth Howell that really helped me to understand these behaviours in myself. I found it really eye-opening. Click here and it'll download as a pdf (I couldn't find it in an html format, sorry ). I hope this helps!