It is not normal that it heats up that much. It is normal for some faint buzzing sound depending on how well your AC source is kept at a constant and appropriate level (i.e. if it oscillates too much or falls below a certain threshold, then that's not well balanced) since the internals of the charger that go from the AC power source to the DC one supplied to the phone are doing their thing and some energy is lost there. BUT if it's getting too hot, either the charger is faulty or your power line is really not good enough.
When you connect it to the phone, some of that energy is transferred from the charger to the phone itself, thus balancing some of the excess energy causing the whirring. Again, if it gets too hot, I'd rather just change the charger if you're certain your power line is OK.