is it normal to be a female and want to be a male ?

So to get a common starting point here, sex and gender is not the same thing.
You cannot become the opposite sex, you can give yourself a different gender though.
The first is biological, except you can switch chromosomes at will and switch organs around, it is impossible to change your biological sex.
Gender is more of a social construct, you can identify as whatever you want. But keep in mind that nobody is forced to agree with you on how you see yourself.
Some people really don't like to hear that, but it's important to be aware of that, or reality will hit hard.

Now, is it normal?
Well, depends. To a degree yes, many people think of how it would be to be born as the opposite sex. It's a human trait. Seeking to satisfy our curiosity.
In some people more than others, and there is really no difference when it comes to sex there.
Females and males alike, we are not different species, we are more similar than some like to admit, we all start out as females in early development. It's only when the Y chromosome starts kicking in that we slightly part ways. Well, still the same way, just a different side of the road.

The desire to escape from what you are physically bound to,
indicates your mind is not coping well with very fundamental "rules" of nature, or the way society evolved around them.
And actually, it's good to question those things. Asking "why", is extremely important.
Just make sure you know the reason for why you have that desire and a solution might come to mind. Or at least a satisfactory state of mind.

And remember, we've all been girls once in our live, even if we can't remember it.