Is there supposed to be oil in my spark plug holes? And, what size of socket is needed for the spark plugs.

Oil in your spark plug holes usually means that your valve cover gasket is leaking.Plugs are usually 5/8" or 11/16".

That is what I figured, should I worry much about it?

Any oil leak is not really a good thing.The gasket probably won't blow out or anything,(but it could),I would be more worried about the car running low on oil. Valve cover gaskets don't cost much and aren't too hard to change,unless it's a 3.8, then its kind of a pain. I'd just go ahead and change them.Having oil getting in your boots and around where the wires meet the plugs isn't an ideal situation either.

That is what I figured, should I worry much about it?

You should worry. Once the oil reaches the spark plug cylinders it will start blowing the coil packs. 8 of them $45 each. Not fun. I am going through replacing them right now to fix some mis-firing