I was using my Grandpa's Model 12 a couple of weeks ago in persuit of groundhogs living in the rubble of a former barn and noticed an oddity in the loading of the gun. Every time I loaded a shell in the magazine the gun wanted to eject the shells that I had previously loaded. Once a shell was loaded though it stayed put until I wanted to load another behind it. Other than that the gun seemed to function properly. Is this just something that a model 12 does naturally (98% of my pump shotgun experience is with 870s) or is there something wrong?  

Just make sure each time you add a shell to the mag tube that you fully insert it into the tube.  Basically you have to sort of go "past" a certain point before you let the shell come back and catch.  Just shove your thumb up there real good.

One other note, since you said it is Grandpas model 12, take a look at it and see if it has one or two slide bars going from the foregrip into the receiver.  If you see one bar, there is a good chance this gun is also capable of slam firing.

This happens when you pull the trigger, then after the shot you pump the action, and right as you close the action, the gun goes off again on the new round.  This happened because you did not take your finger off the trigger after the first shot.  So the firing pin slammed in to the primer of the next shell as you slammed the action shut.  Technically you can very quickly empty the gun while having only pulled the trigger once.  It can be a good thing or a bad thing.  Either, way just pay attention to trigger control.

I've got two formerly grandpa owned Model 12's and what you describe about loading the magazine is normal for these shotguns.

My Model 12's are also both single slide bar and slam fire capable.  Surprised the shit out of me when it happened the first time.  It's kind of fun to do once you know to expect it.

Thanks, I was kind of worried.

and yes, it does slam fire