Fluid bubbles in the wax. It's not abnormal, but most of us here don't like that. Sadly there has not been a consistent solution for it. Sometimes it can happen if a lamp hasn't been used for a while, so running it regularly may help. Then again sometimes it happens because a lamp is ran too much. It's one of those individualities that give each lamp it's own character. Hopefully it will resolve with use, at least to the point where it doesn't bother you.
Thanks for all your help today! Very much appreciated. I'm going to see if it goes away.