Katrina,
The value 0.05 comes from the confidence level you want for your answer. If you want a confidence level of 95%, then if P<0.05, you reject the null hypothesis because the p is significant.
In this case, the null hypothesis is the distribution is normal. Therefore, a p<0.05 says to reject the null. Accordingly, the distribution is not normal.
If for this case, null hypothesis = distribution normal, your p>0.05, there is insufficient evidence to show the null is not true at the 95% confidence level and you fail to reject the null hypothesis. Your distribution is normal.
You can use a 90% confidence level, in which case the significant p level is 0.1; or a 99% confidence level in which case your significant p level is 0.01 (1-confidence).
I hope this helps.
Respects,
Jim Shelor
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