After I start my car the brake warning light comes on and stays on..until I depress the brake peddle the first time, then the light goes out.
I assume this is normal?

 

Normal until you press the brake pedal, correct.

 

Porsche thought it a good idea to let you KNOW that the bulb was not burned out.....helps avoid unpleasant surprises if your brakes were to fail

 

mmm yes, it seemed a little backwards.

 

Ummm, it's more likely that the bulb test unit can't test the bulbs on its own, so it waits until you tap the pedal and try to light the brakelights to tell you when one (or both) didn't light up.

More modern electrics continuously test for resisitance to ground with a tiny current, so they don't have to wait to tell you if there's a bulb failure.

My late-80's Subaru ski wagon wrapped the brakelight feeders for each bulb around a little reed switch, wires in opposite directions. So long as the current through the two bulbs was the same, the generated magnetic fields cancelled out. Amazingly simple and relatively bulletproof.

 

This very issue was almost a problem during my last state inspection. The nice young man at the emission testing center was concerned that there was a brake "warning light" that came on when he started the car. I explained that it was part of the normal design of the car, and it would go off when the brake pedal was depressed. Apparently it was either my honest face or the fact I explained the process with absolute confidence, but he just accepted the explanation and passed the car.