Is this normal when starting the D800 for first time?

It is fairly straightforward for Nikon to do most of the set-up provided they know the intended country of destination.

As there are slightly different warranties in different parts of the world, different language instruction books, different charger certificates and cable connectors in different regions some of the components in the box vary.

My D800 was set up. With only one Time Zone in the UK getting the hour right is not difficult

Nikon UK bodies come with a special extendable second year warranty. My guess my UK set up is done by Nikon UK.

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Leonard Shepherd
Many problems turn out to be a lack of intimate knowledge of complex modern camera equipment.