Is it normal to choose a left or right pattern based on the wind direction?
It is NOT normal to pick the pattern (right/left) based on crosswind.

As JScarry pointed out in a comment, "At a non-towered field you fly the published direction. If none is published, you fly left traffic. At a towered field you fly whichever direction they tell you."  That's how you pick the pattern.


  When you are flying into the wind you have more airspeed and if you suddenly turn out of the wind you lose airspeed and risk stalling


This is flat out wrong.  

To prove this, find a day where the winds aloft are high, then practice flying constant bank angle circles at altitude while at Minimum Controllable Airspeed.  If your theory is correct, you should consistently stall whenever the nose of the plane is pointing downwind.  (Hint: it won't)

For a second experiment, on a day with a strong crosswind, watch your airspeed indicator as you make your first turn after take off.  Try turning both into the wind and away from the wind. (i.e., try both a left &amp; right pattern).  The airspeed indicator shouldn't show any difference.

Once you are in the air, the only speed your wing cares about is airspeed.  The wing doesn't know if it's a headwind or a tailwind.