Alex,
Congrats on your new acquisition. I have the identical brakes on my CLK that you have on the C43...I would say it's normal. The brake pedal on my AMG travels much more than on my 300CE or on my former 300D. You'll get used to it quickly.
Just make sure brakes have been flushed in the past two years for optimum performance. OEM pads are expensive.
Enjoy!