I installed a CO2 system a few days ago and one of the cylinders is already empty. Is this normal?
No. At a bubble every few seconds, the canister should last approximately 2-3 weeks. It is possible some CO2 escaped while adjusting the unit or attaching the CO2 cylinder. Verify if the regulator is leaking at the cylinder connection: it may simply require further tightening. To inspect for possible leaks at the gauge connection, remove the unit and apply soapy water to the connections, allowing you to see if any bubbles are being produced.