No it shouldnt, the ground could be loose for the connection on the fuel pump or it could be going bad. I have an explorer that did the same thing when the fuel pump was going out. It also struggled to Idle and would die out sometimes when it was not warm and I would have to keep my foot on the gas. I changed the fuel pump which was fairly inexpensive (100 bucks) and that fixed it right up. Its not so hard of a change and if you are fairly knowlegeable about mechanics you can do this 500.00 job for only the cost of the pump, if you do change it go ahead and change the sending unit as well while youve got it open. The only special tool you'll need is a ford fuel line disconnect tool, about 5 bucks at autozone.
PS: Make sure you check the relay as well (start with the easiest fix first and work your way up to the pump) you can just take your ABS relay and try it in place of the fuel pump one, dont drive it like that just see if it starts fine when you do that, just make sure that its the same relay as your fuel pump(the numbers on the front match up)
94 Ranger 4x4 3.0 V6 XLT Auto-130,XXX
96 Explorer 4.0 V6 XLT Auto-230,XXX- 2 MTX 12"s w/ Sony Xplod 2500 Watt comp amp.