I am working with a sensor that puts out an analog 0-5V through its output signal pin. It has its own power source.
I connected the signal wire to A0 on my pro Micro 5v/16mhz. I also made ground common between the two.
Now the Micro Pro is powered up even if I have its power supply in the off position.
Its getting power through the A0 pin from the sensor.
when the sensor is sending lower voltages, the Micro Pro's power LED dims down and back up as the signal increases...
is this normal or am I doing something wrong???
It's normal behavior, but highly undesirable. If the Micro has no Vcc actively on then there can be a 'back-door' current flowing from your active analog signal through the analog input pin's clamping protection diode(s), which were never designed to carry but the smallest amount of current for the shortest duration of time, so there is a risk to chip damage there. One should never have active input signals applied to a powered down AVR chip. That's not always easy to avoid but it's what needs to be done with some kind of interlocking controls.