Normal to get cheaper clicks on search then on Display networK/

I seem to get significantly cheaper clicks on the search engines then I do in the display network.

I have everything set for United states and Canada only since my site is mainly only valid in the US and canada.

Should I expect lower display network clicks if I change to worldwide?

Any one have a good guide to learn more about advertisig with adwords, Im just kind of flying blind figuring out what works and what doesnt