your not weird...i felt the exact same way when my girl shed for the 1st time since i got her (this was actually her 2nd shed this month but 1st time for me). i even got to see her working to get the skin off, which i hear is pretty rare.
heck you should've heard my panic when i realized she'd gone into shed when me and my 9 yr old daughter noticed her eyes were blue. even my daughter panicked, telling me to call the breeder i'd bought her from, lol.
but all went well and the skin came off in 3 large pieces with nothing left behind.
made me go "dang! i got panicked & stressed out for nothing!"