Is it normal to feel stupid in your first job?

Of course its normal to feel a little lost and overwhelmed. Its your first job, and as you say its fast paced. But dont worry, so long as your collegues are friendly and helpfull you'll pick it up in no time. It always takes time to adjust to a new job, regardless of it being your first or not. Dont fret and just take it one day at a time, at least theres plenty going on to keep you interested for a bit. The worst jobs are the ones you settle into too quickly and become bored.