Air from New Filters

There will always be some air when the filters are changed.
It normally takes about a gallon of water usage, or several days of normal usage for most, if not all of this "trapped" air to work out of the system.
Also, it's not uncommon to get a little "black" water at first from the carbon filter.
Note: The carbon "dust" in the water is not harmful, but you'll still want to rinse ( run ) until clear.

Big Pump ( Permeate Pump ) systems, and smaller air bubbles

You can ALWAYS get small air bubbles in your glass of water if you only open the faucet part way ( 50% down on the lever, as opposed to opening ... pushing down... 100% ).
It is this "partial" flow that allows air to mix while going through the long reach faucet.
This air will leave small air bubbles on the sides of your glass.
This is "normal" and does not mean you have a problem with your system.