It's totally normal, I feel the same way myself, a lot of people have these experiences and they are pleasant. This feeling usually comes through the Rituals of the Gods, when you Merge with their Energies and they evolve through your Soul with a kind of Blessing. It is the most memorable and incredible feeling.
But these feelings can be experienced even by Pagans who have recently undergone Initiation, when they begin to get to know their Gods. Tears of happiness and in general any Strong feelings can be the result of Spiritual Awakening, Activation of the Deep Memory of the Soul. Often it happens unconsciously, because the Physical Memory is not perfect, it ยซrolls backยป after Reincarnation in an ordinary person who has not achieved Gnosis, but the Soul is a Perfect storehouse of information, the Soul remembers all Existence, and Demons and Gods can stimulate it so that you feel a Connection with them for further Advancement. You do not remember with your Physical brain, but this Knowledge of your real Gods is transmitted to you in your Consciousness from the Soul, and this Knowledge Awakens such emotions in you. Your Soul remembers your Gods and it is Bliss to reconnect with them.
This, by the way, is how you can tell if you are a Gentile or a Jew. A Pagan has a very precise Astral and Telepathic Connection with the Gods (it doesn't matter if it is realized or not, it is a matter of time and Practice), while a Jew does not, he is connected with the Thoughtform and Racial Matrix of YHVH. Therefore you rejoice, the feelings experienced are wonderful.
In the past Incarnation you still have a Connection with Zeus and the Gods, so ordinary words about the love and care of these their Powers can touch old, deeply hidden feelings or Memories. Such a thing sometimes has a very strong Impact on the Emotional state, even if you consider yourself a reserved person in everyday life.
The Pagan Soul has a need for this Connection. The Gods let you know that you are not alone, you are valuable, you are being led and guided to Knowledge on the Path of Satya, you are cared for, you are their Descendant. All this is in the Memory of your Soul and it is felt by you as Goodness, warmth, happiness. Usually the Gods stimulate very strong feelings, so much so that it turns you inside out, changing your Being, in an extremely positive way.