Is this normal?

With respect to traffic I get from google adwords display ads, Clicky does not show any type of referral information for approximately 60% of the clicks. The referral line is just completely blank. With respect to this 60%, Clicky usually says (incorrectly) that the traffic is direct traffic. Occasionally, with respect to this 60%, Clicky says it comes from advertising, but the referral line is completely blank. Is this normal? Should I troubleshoot?
(of course google usually hides the true referral information anyway, but it seems like Clicky should at least give me a line that says 'syndication.google.com' or whatever)

My guess is that the traffic is coming from secure sites (https://)

Are you using the campaign codes to track them? If the ads destination URL go to something like http://www.YOURDOMAIN.com/?utm_campaign=WHATEVER then they should be showing up as advertising as the source. (Its really a good idea to be using that no matter what, so you can optimize your ads)