Thanks for the reply. The soil is like regular soil, so I would say loose but it has gravel mixed in. I am watering it when the soil gets dry like it said in the directions, so about once a week. I am pouring water on the dirt until it runs out the bottom of the pot, and it has ample drainage. I have it on a window sill (facing East) so it gets light, but not shining on it. And it is not around any source of heat. The instructions that came with it said it prefers about 70 degrees, so I made sure not to place it by heater vents. There is no moss or anything, it has a thin layer of gravel on top of the dirt.
It's not normal but neither is it surprising. Often when faced with a new environment a tree will shed some of it's leaves. There are some other factors that might be at play as well. Can you examine, and then describe, the condition of the soil? Would you say that it is dense and peaty or loose and gritty? Is there any loose moss or glued on top dressing present? If so you can go ahead and remove it.
What kind of lighting are you providing? Is it near any source of heat that might dehydrate it or the air around it? And, perhaps most important in the short term, how are you watering it.