My brother's baby was born with a full set of hair. Is that normal?

It's pretty normal -- a friend of mine was stunned when her baby come out with a head full of downy hair but the nurse told her that it's lanugo, which is basically hair produced when baby is in the womb to keep him or her warm. While most babies lose this hair before birth, some don't. The nurse told her that the hair is temporary and will slowly fall off, and it did. His "real" hair developed and grew normally and naturally in the next couple of months :)