A1 Advice - Please Help

Any other A1s consistently being asked to do tasks on a quick timeline that you've never seen before and are outside the scope of the training you've received?

Been on the desk at a MM shop for a few months and this happens almost daily. I've talked to my VP and Associate on multiple occasions after struggling through the task and said something to the effect of "I really appreciate you giving me responsibility, but I have no idea how to do these tasks and don't have any guidance here." I've talked to a few of the A1s I'm closer with and they are feeling the same way. Haven't brought it up to the broader analyst class for obvious reasons. 

Is this normal or is my shop missing the mark here? It's not an awesome feeling consistently waking up to an email asking you to do something in a few hours before sending it off to the client and you having no idea what it is. Gives me terrible anxiety that I'm going to screw it up from lack of experience and it's going to have bad consequences for the deal. 

Any advice?