When you press down on the nib they travels (or retracts) a little bit into the pen. This is NORMAL. If the nib didn't travels at least a little, the pen would not be able to detect pressure.
How much the nib travels depends on the specific pen involved.
The general consensus is that most people don't want too much retraction because it "feels funny" to use the pen.
A typical nib travel distance for Wacom's pens is about 1mm.