For me, I have trouble getting into little mode if anything. That's mainly because of typical life stress and I'm not super AB so it just isn't easy for me to completely "let go" so to speak which I'd love to be able to do. I like childish things really more than I can get into little mode (i.e. I love my plushies and watching cartoons, but that's just me being me, not regressing or anything like that).
As far as getting stuck in your little headspace as being weird or not, I honestly can't say. I think to most people on this forum, it won't seem too strange or will at least be understandable. I'm even willing to bet there are others on here that experience the same exact or similar things. Now compared to the majority of the world, as Maxx pointed out, most of what we do is already considered "weird" to begin with.
The more control you have over your own emotions and psyche the better though. So getting "stuck" in your little head space doesn't sound like it's necessarily a good or healthy thing. But I think most people have trouble and spend most of their lives learning to control those internal feelings, so that is normal.
A far as coping with it goes, I'd say try to see if there are other things in your life that could cause you to regress. I know that sometimes regressing itself can be a coping mechanism or a result of something else. So the next time you start feeling like you're going to get stuck in little mode (or if you're already stuck in little mode) try to look at external factors that could influence your feelings. Have you been spending more hours working at a job or for school or both? Having less time for recreation and relaxation to recharge could be causing your subconscious to force you into little mode to recharge. Do you have a relationship that isn't exactly going "ideally"? Sometimes instead of dealing with an immediate problem (especially if it's a significant or unusually unpleasant problem) it's easier and more appealing to do ANYTHING else (such as regress) than to deal with the problem. Maybe you'll notice a pattern and can identify what or if there is something causing you to get stuck in a regressed mode. There is a chance it could also be a phase that will naturally go away over time. Some other things (such as coping mechanisms) you'll naturally pick up on as you get older and get more life experience as well.
I'm no doc or psychologist. I just got my own opinions and personal experience, so hopefully there's something in there that might be of help to you. Good luck with it, I'm sure there are others on this forum that can and will comment as well (hopefully).