It is perfectly normal, they are not leaves in the true sense, but "covers" that protect the first true leaves, the serrated ones, from damage while the stem makes its way through the soil to the surface. The small rounded parts are known as cotyledons or embryonic "leaves" and they peel back like that to allow the first leaves to unfurl and receive maximum light.
Your seedling does not need excessive humidity, it will be fine with normal atmospheric conditions, but do not feed it for some time yet, depending obviously on the substrate used and seedling growth rate.
Hope this helps,..... Organoman.