Is it normal some people do drugs and they get no bad side effects from it and why ?

It's just chemistry. Some people win the genetic lotto and they're fine, function enough to cruise through life and suffer no long term issues. Some people do something once and they're dead inside a week.

Aside from physiological damage and chemical dependence (when either applies to specific substances) drugs largely bring out what is already inside of you.

In most cases your levels of seratonine, dopamine, whatever is occurring in your brain, this will return to baseline. And there are chemical tables that will show you how long it takes for a given substance.

I've heard in certain cases long time heavy dosage usage of cocaine can make it impossible to be happy. But this type of thing is the exception not the rule.

And of course going broke and losing loved ones to addiction could make you depressed but I don't think this is what you're talking about either.

Marijuana in particular though I feel is falsely represented as this low key substance, while for people with anxiety it can effect them in very dramatic ways.

Also any time you are not dealing with your emotions and using drugs for this, alcohol of course comes to mind, you are not learning how to manage your own feelings and this is very depressing and discouraging.

However I feel if you are in a good state of mind, are not predisposed to anxiety or depression, and have other things in order, there's no reason why recreational drug use would do this.

The word drug even in the recreational sense how we're using it still refers to so many different things. I think it would be astounding if all drugs gave people anxiety and depression after long time usage.

It is a somewhat peculiar thing how they differently effect different people though. People have different levels of resilience tolerance and openness to the experience which all play a role. I'm not sure why, but human minds seem to vary quite a bit in their responses to other chemicals being added.

In medicine as well different pharmaceuticals may help some but not others in managing neurological and mood disorders

Like Kiwi says, it's largely down to genetics, personal biology and how the brain is wired.

Some people can smoke one or two cigarettes a day. My reaction to nicotine is such that I'd have ridiculously strong cravings for another hit once I'd had one, and I'd soon be back on two packs a day.

Some people get sucked into alcohol abuse very easily. Booze is something I can take or leave, and I can go months between drinks.

Psychology does come in to it, but it's mainly about biology.

Maybe because we're not all the same? Just as some people have allergies to dairy or gluten, some people experience adverse reactions from some drugs. The solution is simple: don't use drugs that affect you badly!