This is probably a very normal situation.
In your sqlnet.ora file, if SQLNET.AUTHENTICATION_SERVICES is set to NTS, Oracle is allowed to use NT's authentication facilities rather than passwords to authenticate users. If your Windows user is a member of the ORA_DBA group, and you are connecting on the same machine that the database is running on, you can log in as sys without a password.
Justin
Distributed Database Consulting, Inc.
http://www.ddbcinc.com/askDDBC