...Nah, I'm messing with you. No, those lines are not supposed to be there so...somewhere there is a problem. Check your connection and try different games, if you get them with all, it may be your AV cable. Other than that, it may be the mega drive having trouble with a steady output. I suggest checking games and (if possible) cables.
Are you playing this on an HDTV? Because that me be something, too