My bike jolts forward when I put it in gear after first starting it; is this normal?

It's normal for the bike to jump forward when it has sat for a while. The Ninja 250 has a wet clutch; the same oil that lubes the engine also flows in/around the clutch. If the bike sits for a while, the oil will be forced out from between the clutch plates; the bike jerks when you shift from neutral into first because there is not enough oil between the plates for them to slip.

You can't really avoid the bike jerking. About the only way you can is by pulling in the clutch after you start the bike, and then holding in the clutch while the engine warms up. However, it is not recommended to let the bike idle while cold for more than about 10 or 20 seconds. The bike should be warmed up by riding it at a moderate pace. So, just wait until you're ready to go forward, put the transmission in first, and go.

After the bike has been fully broken in (after, say, at least 5000 miles) you could switch to a synthetic oil; that will lessen the tendency of the bike to jump forward.