Why do people act normal, as if nothing cruel is going to happen on the day of the lottery?
The children were playing and picking up stones, the men were having conversations before the lottery started. they just acted normal.
The lottery has been a tradition for generations; the adults have grown up with it as a way of life. It is very similar to the saying "you can't miss what you never had"; you can't find something unusual when you've always done it. If you have grown up all your life, once a year picking up stones and throwing them to help kill someone, that is ordinary for you. As cruel as that sounds, at least in the context of this story, it is true.
Their routine behavior adds to Jackson\'s tone of normality. That, of course, adds to the shocking effect that builds as the story unfolds. As stated above, the characters are just observing a tradition. For them nothing out of the ordinary is happening, but for the reader, they are in store for one of the great jolts in all of literature.
One theme of the short story depends on that observation: that we do evil things without paying attention to the fact that we do so. We sometimes do not interrogate our customs to understand the meaning behind them and if that meaning contibutes to the common good. We often confuse "but I have always done this" with "is this the right thing to do."
The stonings are a tradition. For most citizens it is an accepted practice, one that desensitizes the citizens as to the cruel nature of such a ritual. The children have been born into this tradition, and as it is all they have ever known-it is "normal".