Ran for the first time, New file created

After running CCleaner for the first time, I noticed that a file named cc_20080301_1623.reg was created and put in MY DOCUMENTS> When I clickd on this, it asked me if I wanted to add the data in this file to the registry.

Is this normal, and can I delete this file?

Thanks

It's just an undo file for what the registry cleaner removed - that's all. You don't need to use that file unless you're experiencing problems after cleaning the registry with CCleaner, which is actually unlikely to happen.

A good explanation of CCleaner's workings is in the CCleaner Beginner's Guide.