Is it normal that i rock myself frequently and i tend to zone out?

This is a common action among children with autistic tendencies. It's thought that providing a constant stimulus in direct relation to one's own body helps focus the mind inward (for autistics, away from loud noises, large crowds, unfamiliar surroundings, etc.). On that basis alone, I'd say it's normal. In your case, since you are not humming to yourself or making any other loud noises, it should be socially acceptable, especially since you are listening to music - it could be construed as being drawn in by the beat or melody.

Nothing wrong with enjoying your music and your thoughts.

All the time :)

The rocking seems fine, unless you are like in the fetal position or something. If it's just slight movement to the music, I see nothing wrong with that. Also everyone zones out.

The rocking thing isn't normal but the zoning out seems normal enough.

I don't need music to zone out, but it sure helps. I think it's normal.