It is normal. However, there is a trick to avoid it (do at you own risk).
I call it "The Refrigerator Trick". It sounds crazy, but it works. I put my Phantom 3 in the fridge and let it get nice and cold (for maybe half an hour). I then take it out, turn in on, and immediately do "Full IMU Calibration". It runs the calibration. Next time you start up, it should not have to sit and "Warm Up" for a long time. For me it is Ready To Fly virtually immediately.
Another (unconfirmed) positive side-effect is that it seems that it holds the horizon more level more of the time when doing full IMU calibration that way.
PS: I've heard some people do it by running the AC in their car at full blast with the Phantom in the car. That might work too. I've not experienced any condensation problems by using the fridge - but that might vary depending on humidity where you are.
Stile2112, it's most important to ensure your Phantom is cool before starting the IMU calibration. I'm not sure how much benefit you'll see by adding a fan to the mix once the calibration has been started. It wouldn't hurt to try it though
The IMU slowly heats up as it runs and takes time to cool down when shut off. Calibration needs to read the IMU sensors at all the temperatures it will encounter when you fly. If you calibrate with it warm, the Phantom needs to wait until the IMU heats up to the same starting temperature when you fly.
So a fan will not help and a fridge is complete overkill. Additionally, it's better not to rapid chill it as some parts of the IMU may get colder faster than others. Leave the Phantom in a cool place for a few hours, then do the calibration.
Without having any real reason to I skeptically I tried this. P3 had been powered down for a few hours. I placed it on a table at night next to an AC vent for about 25 minutes. I then quickly did the IMU calibration. Warm-up time is much shorter. 10 seconds when cold. Gimbal seems to stay more level. (Prior to this the last calibration I did was in my garage about 79° outside.) It really works. Nutty.