I can't see where you worked at on the attached image, literally your step is invisible.
to your question: yes it's normal, but there is a small trick I use to make it disappear.
What I do is the following: I wet the surface with pure water (it's just damp, not dripping or anything) before going there with the color. This helps me avoid the drying of the paint where I put my brush down, so no tidemark.
What's missing for me in the steps is going through the part where you pushed the paint from with the second (damp) brush to feather out the line that's beginning to form there.
as for gloss: too thinned paint + paint taken from the top without REALLY shaking it can be the cause. Matt medium can't help in this beyond a certain point.
That said I usually don't use paint thinned out that much, only at the end when making small changes /fixes. Until then I stick more to 1:2 or so.
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metals (on the first pic I think): I think BoK means, that you should shade it more (with black / brown depending on steel/gold).
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shading: what colors do you use to shade/highlight ? ime a LOT can depend on it and the 'correct' (easier to use) colors can save you a lot of time / headache.
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Tutorial: I don't really know what you'll aim for, but it's worth watching the P3 DVD if you have access to it and a few GW youtube videos too.
Similarly I think you should try 1 or 2 lessons in a GW shop, but take everything they say with a lot of salt
(for example even though some of the GW YT vids are good, but the way they use the palette and brush is a sure way to ruin the brush fast AND run out of paint fast)
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