I think it is very normal, as far as I know, that is the way the brain works. It makes several links and relationships among many different things to create memories. To reach a certain memory is like going from point A to B in a network, you have to pass through several intermediate steps until finally arrive at the desired one.
I like doing that exercise, to think about the process on how I remember things and realize how at first all the things seem completely isolated and unrelated, but there are these subtle links which tie them up together forming a logical and coherent idea. Its fun to discover this path that takes you from one thinking to another.