Analog Pins are sensing Values
This is normal, as the unconnected pin may float from GND to VCC. You may  enable internal pull-up (to VCC). This is normal for all high-z inputs. If you read digital port you'll see that it floats too. Sometimes you can change digital I/O input value just by waving your hand above the board.

For that reason we always tie high-z inputs to something. You can leave it floating - it won't damage anything, but the value obtained from free-floating input is useless.