I need help interpreting FFT diagram
Is that to be expected when doing FFT analysis of any signal?

No. Either your calculation or the implementation of your analysis is off.

Secondly, I thought that the fundamental frequencies in my signal should have the highest amplitudes from all other peaks.

Why did you think that? There are many signals where the fundamental is lower than the harmonics or even entirely absent.

Finally, I know that the other peaks represent the rest of the harmonics of my signal

These are not all harmonics of your expected frequencies. You have also peaks at 0.25Hz, 0.5Hz. Could also be noise spurs, intermodulation, etc.

what do they exactly say about my signal?

Without knowing what that signal actual is, it's impossible to even  guess.