Differential has a little play is the normal?

Do you mean play in the rear end differential? Where are you feeling this play and how much is a little? Just let us know how you are testing this and what exactly you are seeing and we can get into some more detail.

However, in general, yes it is normal for the rear end to have some play. If you are moving the drive shaft or one of the axles then you should feel some lash before the gear are fully messed.