I bought my first JK I hate to ask a stupid qeustion but when in four wheel drive the steering really becomes hard to steer. Is this normal when in four wheel drive ?

 

This will explain it:
How the Jeep Wrangler 4x4 Works
https://www.youtube.com/watch?v=G9AbWnRQCac

 

Your tires are all turning at the same speed. When you turn the inside tires don't turn as fast as the outside tires, causing this to happen. If you are on a surface that is not loose or slippery in some way (dirt, mud, snow, ice) this will happen.

 

You shouldn't notice it as much when on dirt/snow/ice. If you do, it's an early indicator of u-joints beginning to seize.
Avoid 4wd on dry pavement, and other good-traction situations.

To add to the posts above, when turned left or right, the front u-joints speed up and slow down twice with each revolution. This makes them want to be straight, which makes turning more difficult.

 

Thanks fellow Jeepers for piece of mine. Happy Thanksgiving .