I have never asked a question on mathoverflow.net, yet when I was about to ask my first question, the site flagged a warning regarding the question not being well received, is this normal behavour? This is my first question on mathoverflow, thanks, in anticipation.
It is a feature of the site that users that have asked question that were not well received get an automatic warning. See Warn new users when they ask a question after a previous question is closed, downvoted, or deleted for example.
It is important to note that deleted content counts, too. As explained by Todd Trimble you have some (old) deleted questions to your account (that you yourself do not normally see and apparently forgot about) but hat trigger this warning.
A user that really never asked a question would not get the warning.
When your future questions are better received the warning will not appear anymore.