Sometimes, when I'm bored or I just feel like it, I put on my headphones, turn the volume up till I can't hear anything else then the music that's playing and I just walk around in circles in my room for cca 15 minutes.
Is it weird? Do any of you do this as well?

It's not weird at all!

That's not weird at all! But why limit yourself to your bedroom? Go walk around your neighborhood while jamming out to your music. Great exorcise, plus you aren't confined to the small itty bitty space that is your bedroom.