Is it strange to go out alone?
It can be.
If you're someone who rarely goes out alone, and you one day decide to change that- it can feel very strange (at first, until you force yourself to get over the strangeness and do it again and again and again).
If you're someone who rarely goes out alone, and you observe someone enjoying their own company in a place commonly inhabited with non-solo inhabitants (e.g. a restaurant, movie theater, amusement park, etc.)- it can seem strange to see someone alone in these environments you'd never consider going to by yourself.
The strangeness of going out alone comes down to individual perception and experience.
In and of itself, is it strange to go out alone?
No, I don't believe it is.
But if, for whatever variety of reasons, you believe it is-
It can be.
For me, if going out alone to shop, run some errands, that's fine. I don't like to go out alone for dining or watching a movie.
If travelling, I prefer a companion, as an extra ears/ eyes and to share joys and "the moments" together.
Anyway, it's just personal preferences. It has nothing to do with "strange" or "normal" as long as if you are comfortable with it and enjoying yourself! :)