I am 18 years old, and I haven't lost all of my baby teeth. Is that normal?

See your dentist. Sometimes baby teeth don't loosen when the permanent tooth comes through and they may stay in place. Check with your dentist. They may want to remove the baby teeth in order to give your permanent teeth more room and prevent crowding.
Not Normal But. It does not mean you have a major prob. You may not have all your permanent teeth, you may just be very delayed with loosing them or the permanent teeth may be impacted and it may take braces to get them to the right spot. Best bet is to see a dentist and get x-rays to determine your needs.