Hi Ramzis,
Yes it's quite normal, as long as it quietens when warm and it's a whistle rather than a whining type of sound.
Also ensure you are running the correct oil (0w/30 fully synthetic).
Cheers
Fahad
Mine alway 'whistles' at about 1500 rpm on light throttle when cold.
this noise eases as the oil becomes warmer and the turbo is up to temperature.