Dealing with HR when canceling a superday?

I got a verbal offer last week but hadn't gotten any paperwork and had verbally accepted. To protect myself I followed up with a person at a bank I was told I would get a superday with, and immediately after I sent him an email HR sent me a superday. I did not respond to the email. 1 hour later I got the paper work signed and returned it, and then told the HR person today and she said congrats etc. but also asked me what firm I will be working for. BTW this is for full-time

Is this a normal question to ask someone in this situation? I just hope she wasnt pissed and won't go and talk to the other firm I am going to. Just felt weird/odd in the situation and not knowing what to do I ended up telling her the truth and said which firm I'm going to and she said ok good luck and that was it.

Sorry if I am being overly anal/paranoid! Just a victim of recruiting season.