It's normal. Congratulations! You caught a Pokemon with Pokerus! Pokerus spreads like a flu during wintertime, infecting all of your Pokemon.
However, this is a good infection, as it doubles the EVs you gain (i.e. Magikarp giving 2 Speed EVs instead of 1) from wild Pokemon.
Pokerus is also rarer than a shiny Pokemon, having a 3 in 65,536 chance of being on a wild Pokemon.
It is cured over a period of about 2 days. Once it is cured, it cannot spread to other Pokemon (but the double EV effect remains).