no, this is not a problem my sulcata has it to, when i first got her i used to panick but now i realized its fine, just make sure to soak her/him 3times a week for 5 min each time.
Small Sulcata should be soaked everyday. You have a hot basking light on him, and that kinda cooks them. I have raised many hatchlings and I always soak them everyday...for 15 minutes or so in warm water...
they all shed skin that is visible to us. Don't worry about it as long as you are keeping him well hydrated...
I'd have to agree with Maggie here; I have a baby leopard, and another leopard that is just over a year, and both of them get a bath daily.. just a short warm water soak.
On occaision, I sometimes mist them, too, with a reptile vitamin spray. I dunno how much real vitamins are in it, or how much they absorb considering it's just a light misting, but it does seem to keep the skin from drying out pretty well.