Is it normal to see sinus cavity on dental xray? Had xray of tooth at dentist's and sinus cavity showed. They didn't say it was odd but forgot to ask.

It is normal. The roots of the upper back teeth can be very close to the sinuses and for some people the roots even penetrate into the sinus cavities. These are all variations on normal and when we take small dental X-rays, in these cases, the sinuses will "show up" on the image. Panoramic radiographs will always show the sinuses.
Sinus. Your sinus cavity will show up on dental x-rays. Your dentist did not mention this because it is routine. Do not worry about this.