Yes, a cooling followed by a warmer feeling can be normal with this cream. The source describes menthol and camphor as ingredients that create this sensory effect, which is often appreciated in massage-style body cosmetics after sport, desk work, a long day or cold weather exposure.
The important point is comfort. A mild, temporary sensation on intact skin may be expected, but the cream should not feel painfully hot, sharply burning or increasingly irritating. Strong redness, itching, stinging, rash-like changes or discomfort that does not settle are reasons to remove the product gently and stop using it.
To reduce the chance of an unpleasant reaction, do not apply the cream under tight occlusive clothing immediately after use, and do not combine it with heat pads, hot baths or saunas on the same area unless you already know your skin tolerates it well. Extra heat can intensify the feeling from warming or cooling ingredients.
Patch testing is sensible if your skin is sensitive: apply a small amount to a limited area, avoid washing it off immediately unless it feels uncomfortable, and check how your skin looks and feels before using it more widely. Keep it away from eyes and mucous membranes, and wash hands after application to avoid accidental transfer.