Is it normal that 3 years old, children start to yell/scream?

Yes, it is common but it generally eases as the child starts developing better communication skills. Many times they get agitated when you fail to understand your kid. At preschooler's age they are experiencing range of emotions from being rejected by peers to getting scared by watching monster movie. As an adult you can do few things - Be patient and calm. Things sometimes turn for worse when you lose your cool. - If you know what triggers the screams, be prepared beforehand. If your kid does not like getting interrupted (maybe while watching TV), give a heads up few minutes before.