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This definitely isn’t normal behavior for a Nano, but there are a number of things that can cause this. The most common is incorrectly entering a PIN three times, but it can also occur during a firmware update in rare cases. In even rarer cases, a Nano can reset if it’s tampered with in any way as a security measure, or even if it detects an unexpected voltage at the USB port as u/loupiote2 mentioned.
Keep in mind that a Nano resetting has no impact on your assets as long as you still have your 24 word recovery phrase. With this, you will always be able to regain access to your assets.
If you do have any concerns, and if your order is still within the two year consumer protection period, please feel free to send it back to us for a replacement by following [these steps](https://support.ledger.com/hc/en-us/articles/10265554529053-Return-your-product?support=true). And if you’re outside of this window, please feel free to reach out to our support team at [support.ledger.com](https://support.ledger.com) and we’ll be happy to look into other options.