Is it a rainbow coloured wave Jp_Archer?
If it is, I can confirm that it is normal and it's called the Aurora Borealis and here is the Wikipedia page: http://en.wikipedia.org/wiki/Aurora_(astronomy)
Yeah, I have noticed that the animals normally say something to the effect of:
"It's been really cold and clear today, I wonder if we are in for a show tonight??"
When the aurora is going to show up. Although, one of my animals said it one night and it never happened. Which makes me wonder, is that the ONLY way you know that one is going to happen? By the animals? Or can you just strictly tell by clear skies all day?