I am putting together a new machine.
I just installed the cpu cooler, Cooler Master Hyper 212 Evo
I am pretty sure I installed correctly.
After the installation I can wiggle the heatsink slightly even after full tightening.
is this normal?
It should be able to rotate (twist) side to side (not breaking contact with the CPU) - is that what you mean by wiggle? It should be hard to tilt it so that one edge lifts off the CPU (might be possible, but it would be hard).