im just changing my clutch and when i took the throwout bearing off the shaft i noticed that the shaft has some play in it (prolly about 2-3mm)
My question is is this normal or shouldnt there be any play at all?

Normal depending on age provided it is not in/out play, it does have support from the spigot bearing once it is installed.

There shouldn't be any. They have tapered roller bearings which have a certain preload on them, so if it moves side ways, then the preload is lacking. Maybe the rest of the box should be looked at too.

I think you'll find it normal to be able to rock the tip of the input shaft slightly - seeing the pivot point is back at the bearing, you'll find this play significantly less back there - if it didn't have that play, I'd say the preload was set too much, and bearings would bind. You'll also find the tip of the output shaft will have slight play as well, which is normal.
As mentioned, the spigot bearing adds another support point for the input shaft.
If you are concerned, you can always check the input/output shaft preload by supporting the gearbox, input shaft down (ensure the gearcase takes the weight), and put a DTI on the output shaft tip. Push the input shaft upwards, and note down the freeplay (if any). The specs did vary from the EA T5's and later, from a freeplay to a preload - wasn't a huge amount, don't remember the specs off hand, but I do have them.

If you want to know the exact preload, remove the input shaft front retainer cover, pull the front bearing shell, remove the shim/s, put the shell back in the retainer cover and put it back on, and do the above test - measure the shim thickness with a micrometer, note the difference between the readings, the result is your freeplay/preload.
And of course, remember to reinstall the shims, or fit correct thickness shims to suit.

Thats what I was getting at. You put it down well.