What kind of pump. How long is the line between th pump and th tank.
When you say "when I turn the water on", what do you mean? Turn on the pump breaker? after how long having it off?
If using a diaphragm pump, there could be debris in some of the valve ve inside the pump causing water to flow back to the tank. Then it woudl take a while to reprime if the line is fairly long. Or it could be as simple as an air leak on the intake side.