It is normal. When you rub your eyes, the eyeballs will be squeezed which may cause the water content in the eyes decrease. During this time, the things you see will be in blurry. That is why you see something like light spots with colors and stars. You'd better rub your eyes often which may cause the eye infection.
In fact, I used to have the same experience with you, but with the passage of time, I realized that it is just because I have not been sleeping well, in the mean time, I l had a lack of attention to my eyes. Basically, it is not good for you to rub your eyes however uncomfortable they might be. Generally speaking, colors and stars can be usually seen. Just don't do that as much as possible.
Yes, it is normal to see that. You could see some lights that are called endoptic phenomenon. In other words, they originate from within the eye itself. The blood flow into the eye is temporary interrupted and the pressure is directly applied onto the eyeball, raising the intraocular pressure when you rubbing your eyes. In this case, a postural drop in blood pressure temporarily leads to reduced retinal perfusion and consequent inappropriate retinal activity, producing light spots with color and stars.