I have a UM sim. Whenever I turn my phone off & back on - I have to re-enter PIN each time. Is this normal?

A few SIMs or phones (maybe the SIM stores the setting) have the PIN code request on by default. Somewhere in the phone's security settings, you can switch it off, after entering either the PIN or security code

Yes, but you can turn the PIN off permanently. Look to for an appropriate option in the menu of your phone.

As others posted, that's the SIM PIN. Some sims do come with it on by default. My UM sim also did. It's a security measure to protect you in case you loose the sim. Check you phone's menu and set it to not ask for the SIM PIN. Once that's done, the sim can be put in any phone and it should not request that the PIN be entered.

Many sims come with a pin protection when first inserted into the phone...I always disable it....my German Vodafone DE sim card would not allow me to disable the pin protecton...it did however allow me to change the pin....it's sort of up to you to decide if you really need or want this protection.