Is it normal to have spinal headaches after epidural?

No: A "spinal headache" is actually a post dural puncture headache resulting from leakage of cerebral spinal fluid from the subarachnoid space through the dura, which is the layer that contains the cerebral spinal fluid. So, it is possible to get a spinal headache if the anesthesiologist went too far with the epidural needle through the epidural space and through the dura.