is this normal behaviour, please? I don't think I've noticed this every before until just now so could it be new update in ML? Or is there any rare chance that it could be phishing thing or trojan?
I've never had trouble from scammers etc, over the years, which I'd probably attribute to both using OS X and being lucky. I've been a bit more careful lately though.
Make sure your firewall is turned on. System Preferences > Security > Firewall
If you download applications that haven't been approved or sold by the App Store, Little Snitch and Hands Off are both great for only allowing access to the Internet when you give permission on a case by case basis, so rogue apps can't report home with your info.
There are some freeware apps in the OS X App Store that will run a virus/ malware scan on demand- ie they don't run in the background all time. I've never found anything with them myself though.
I get this as well randomly. The problem is it gets worse immediately after, with all kinds of things losing access to the system. Outlook stops working, mail cannot log into gmail etc.