i just bought a 95 f150 extended 4x4. i got into it the other morning and when i started it up the park and taillights came on, if i turn the headlight *** they dim then shut off and when i pull the switch they work normal, is this how its suppose to be, ive owned alot of ford trucks thru the years and never seen this before

 

That doesn't sound normal. I would pull the switch and check for continuity and burn marks. I had to replace the switch and connector on my 83 and just the switch on my 94.
Check your ground wires too, bad grounds can cause weird electrical behavior. The headlight ground wire on the radiator support has come loose on a couple of my Fords.
regards
rikard