If you just mean you feel vibration, when the car isn't moving, it's normal to feel some vibration in the shifter at idle (especially since the linkage uses rods, not cables) and a very small amount in the steering wheel. How much and at what rpms depends on the car.

If it's enough that you can actually see the steering wheel vibrate and/or hear things vibrating in the interior (more than just the occasional buzz when it's cold) than I'd guess your motor mounts are the cause.