The issue you have is known as water hammer per se. It is the result of water logged air chambers in instances such as yours. The easiest solution is to turn off the water supply to the house and drain the entire system from the lowest point available such as a hose bibb/water spigot. Turn off your electric water heater if applicable as lack of water will burn out the elements. Once this is done turn the water supply back on to the house and bleed the excess air out of each appliance by turning it on and running both hot and cold water until air dissipates. Another cause may be an inadequately secured plumbing system behind the shower itself. The piping should be secured to some cross member to prevent movement caused by water pressure. A special device is made in extreme circumstances and larger systems called a water hammer arrester which does the same job as an air chamber but uses different principles to accomplish the task. I hope this is of assistance to you and thanks for using Fix Ya. If I can be of further assistance please let me know.