I definitely know what you mean, I have the same problem. For me, it could either be a symptom or a cause for my migraines (it's a chicken and egg problem, really), and my psychologist thinks that my brain just isn't processing the signals from my nerves quite right. So, it's not really normal, but you're not the only one.
My mum likes to say "this child may contain traces of autism", cause that kind of runs in the family and some of the symptoms match up, but I doubt that's the only explanation. There's a psychological term for it, but I only know the German name and when I translated that to English it led to a very different condition, so that probs wouldn't be overly helpful. There's also no real way to treat it, other than basically meditation and learning how to detach yourself from outside stimuli. I also find that always having sunglasses and headphones on me helps, because I can block light and sound out with that. It doesn't help with smell, but it's better already when not every one of my senses is screaming at me. I would invest in a good pair of active noise cancelling headphones because those can block sound really well without having to blast music really loudly which would be counterproductive. For smell, at least in winter you can wear a scarf that you can pull up over your nose to help block smell, in summer I'm afraid that's not really feasible, though since in summer most windows are always open I find that smells evaporate faster.