Greetings, I just bought a Blackstar ID:Core 20 watts and I usually cant play at loud volume at home, So I also bought some Studio headphones (Superlux HD-660) but even if I use the max volume in the amp, it sounds too quiet. I have also tried with several other headphones I have at home, and nothing. It is very irritating.

Is this normal with amps? Do I need something between the headphones and the amp so it sounds louder?

sounds like it is messed up, take it back and try another one.
2002 PRS CE22
2013 G&L ASAT Deluxe
2009 Epiphone G-400 (SH-4)
Marshall JCM2000 DSL100
Krank 1980 Jr 20watt
Krank Rev 4x12 (eminence V12)
GFS Greenie/Digitech Bad Monkey
Morley Bad Horsie 2
MXR Smart Gate