Just started building 10240-1 and found a piece from the stand that was basically flying around in the box and not in any of the numbered bags. Is this normal?

Some sets often have unbagged pieces for example, Captain America's Avenging Cycle frame and Iron Man's black frame piece.  Also some of the small Friends baseplates are unbagged.  If the piece exists, don't worry about it.

It is very normal to find certain pieces such as the big plates just lobbing around inside the box outside of any sealed bag. Shoot, I think I can recall the Haunted House having the large plates that made up the base floor not sealed in any of the included bags.

Depends on the part... If you google 'lego 10240 review' you'll find plenty of people who take pictures of the bags.

 

http://brickset.com/article/6398

 

Only the big plate for the plaque sticker seems to be loose.