I get a blast of air from my faucet for a few seconds when I first turn my faucet on, what cause's this to happen.
Do you have well water?
If you have well water something may be out of adjustment in the pressure tank (incorrect pressure), pressure relief valve, the submersible pump, a hole in the well shaft, low well water, or bad check valve, etc.
I do not have well water I have city water and a gas hot water heater with a pressure tank on it could the pressure tank be bad
Your piping system is not air tight.
Could be the expansion tank. Check all connections. Check for leaks throughout the house.
Do this experiment: bypass the expansion tank temporarily and see if it solves the problem.
If the expansion tank is a bladder type, then you should not be getting air into the water, but if its not the bladder type, then it has an air injection valve. This valve should only work when the water level inside the tank gets too high. Your valve maybe stuck, but frankly, the type with the air injection valve is for wells, not city water. You should get the bladder type.
Also, the expansion tank must be completely above the hot water line to trap air in the tank and not allow it into the water line.