that is normal. there are thermal compound and thermal tape literally sticking your heatsink to your GPU like glue. you have to use some force, and kind of try to twist the heatsink a bit to get it to come off.
thermal compound becomes soft if it is heated up. so if you have heat-gloves (or oven mitts with fingers), stress test your GPU until it's nice and toasty. then quickly turn off your computer, immediately try to disassemble your GPU, it should be easier