It's called latency and it is very real. It always takes time for the impact of your stick on the pad to be processed into a sound that you can hear in your headphones. In most instances, the delay is unnoticeable. However, if you can hear (feel) the delay, it's time to troubleshoot. Latency is impossible to get rid of completely, but there are techniques you can employ to make it less perceivable. If nothing seems to make it better, it might just be a low-quality electronic drum set, unfortunately.