is my regulator working? new to kegging...

I am not sure my regulator is working the way it is suppose to, but I dont have a point of reference since this is my first time kegging.

When I bring the PSI down to go from carbonating pressure to serving pressure i usually have to vent the co2 gas as im bringing the regulator psi down or the needle stays at the previous psi. are regulators kind of finicky like that and a bit of a pain in the butt or does mine not work properly? Does not seem like an exact science with these things...?

Mine does the same. The pressure is there in the keg and lines. If you don't bleed it, it can't go lower. I start low and sneak up on my setting.

Short answer:
Yup that's normal.

Long answer:
Yup, that's normal. The regulator only regulates (huh, imagine that...) the pressure in one direction. If you set the pressure to 20 psi, the regulator will put 20 psi out. If you turn it down, because the regulator only regulates in one direction, the pressure in the line wont go back through the regulator and into the tank. If there's nowhere for the pressure to go, it wont go, thus venting is needed.