I was surfing to Mahogany Town then suddenly the special battle theme played and my Gyarados was against Entei. Then the same happened with my Swinub and Raikou. Is it normal?
Yes, this is normal. From Gen 3 onward, roaming legendaries are able to appear while surfing, including Raikou and Entei in HGSS. Though if this happened in GSC, it would be weird.
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