Is it normal for LM317 to give a higher voltage without a load?
You need a minimum load of 10mA for it to be stable. A tip is to add  a LED and run it on 5mA. You'll know whether the supply is on, and it will add additional load to make it stable.

Note that the adjustment resistors of 220+680 ohm also give some load, of about 5.6mA. Together with a LED you get more than the required 10mA.