Is there something wring with my cat's paws? I am not familiar with this behavior T_T?

There is absolutely nothing wrong with your cats paw. This behavior is called "kneading" and they do when comfortable and happy. He is simply saying he likes the attention and the touching and when you stop and he nuzzles and nibbles it is saying "Why did you stop?? That felt so good." This is a natural behavior that comes instilled in them, they do as newborns to their mom when feeding to help stimulate more milk to flow. To them doing this causes more good stuff...Enjoy him as he is enjoying your love and attention...Hope this helps you out.