It's normal, in dev mode, not connected to pc, black screen? there isn't a tutorial to switch without pc?
It can be normal, yes, but it's difficult to say without more info on your devkit. (DIP switches, cable connected, ...) There is a tutorial, probably still on these forums, or written on the late segakatana.com, but it involves opening your devkit, which I wouldn't recommend since you seem to be just starting to use it. Better install the SDK & do it from there.
If you have to open it to change then yeah better wait till you found a scsi card I would guess. Hopefully it's just in dev mode as I recall changing it to dev mode before sending to test so the debugger worked. I mean everything worked when I send it and you said it looked fine when you got it.. so lets hope for the best