Is peripheral vision supposed to be blurry?

Define "blurry": The peripheral retina has fewer receptor cells per unit of space than the main focal point of the eye. Just like your television, the more pixels per image the clearer. You will never see things as sharply with peripheral vision as with the focal point. That said, you could have an eye issue that distorts your peripheral vision. If it is only seen in one eye it is probably abnormal.

Yes: Central vision with the best eyeglass correction is clear. Peripheral vision is always less well focused and cannot be clear. So it is allways blurry.