Yes its natural as he is trying to be social with them and bond. The other two are older and are trying to defend their space. They will accept him eventually but it will take several weeks. Budgies are flock birds and social and hate being alone. You need to either add another younger budgie to his cage or put in a mirror and see if that helps. Otherwise keep trying with the other two and hope they don't hurt him too much.
So I have 3 budgies, 2 seven month olds and a 3 month old that I got on sunday. I had the 3 month in a seperate cage due to him being younger but he has been getting very stressed and freaking out whenever he hears or sees the other budgies. I let them all out together today but the two 7 months avoided him. But he seemed content to be out with them. When I put them all back in their cages again the 3 month started to freak out again getting very stressed, squaking and trying to push his head through the bars to get out. I brought the less aggressive 7 month old out and sat him ontop of the 3 months cage and he calmed down. So I put the 3 month in the same cage as the others and he's quiet calm, but the other two are attacking him whenever he comes near now, biting and pecking at him. What should I do, need help asap!