Is it normal that i always think someone is watching me?

Big brother and the NSA are indeed watching you, every second of every single day, but unless you are a special case I doubt that they have you wired for sound, yet. Keep talking to them and you might hasten the process, though.

Someone is watching you, that someone is me!!!

You're not 'crazy', but no that's not a normal people thing. Most likely a paranoid delusion I think, or just a delusion, look it up yourself if you want. Try to lower your stress levels, and if it's really bothering you a lot see a doctor or therapist.