Welcome to the Forums! Sorry to jump on you straight out of the gate but I strongly suggest raising the basking lights up off the screen. Belly burns are without a doubt the most common injury suffered by captive youngsters.
I remember reading somewhere that it's normal for them to climb on the screens for the first day or so because they're figuring out their habitat. If it goes on for a long time, then that's a sign their enclosure is not comfortable
My vote is no, not weird for a baby. Both my baby veileds did this for a bit while babies. They would especially like to hang upside near the basking light (which is raised a few inches). They did all sorts of things that made a new mom paranoid, but grew out of (most of) them pretty quickly.
Now that my boy is older, however, he only does it if he is hunting crickets, or if he is protesting that his free range time is up! He will crawl on the screen wherever I am like “i’ll be good!”