Is it normal for an air compressor's tank to have something inside it?
No, there should be nothing loose inside there by design. If it is a used compressor, then I'd expect it is some rust that has broken loose. If it is new, then it is probably a piece of scale from when the tank was welded, or some other junk that got left in the tank. If it was a cheap compressor, then you got what you paid for.