Unless you filter or centrifuge your beer, there will be yeast suspended in it - this is why bottle conditioning works.
When you have 5+ gallons of it a large container, a yeast cake will occur. This perfectly normal.
As to harvesting it, I've read differing opinions - some say it's fine, some say it should be avoided. I would say it depends on how long you plan on using the yeast - the normal guidance is no more than 7ish generations, so the secondary is adding one to that number. In some cases, such as if you have a ton of trub, it may be good to harvest from the secondary.