yes.
It’s a bad thing, and it’s normal.
They can’t hurt anything. As long as your default user status is subscriber, they have no access to anything other han their own profiles.
I have tonnes of them myself.
The only thing really is that they can clog your database over time.
Personally, I deleted them.
Then I installed a variety of plugins to deal with it.
http://wordpress.org/extend/plugins/bad-behavior/
and most recently
http://wordpress.org/extend/plugins/sabre/
I refuse to use captchas which is part of sabre, but without using that, spam registrations are still getting caught. I was getting about 10 registrations a day yesterday. so far I have 0 that have gotten by the plugins