Is it an impact or gear drive spinkler? If it is an impact and the noise is bothersome replace it with a gear driven rotor.

Is it air purging out of the lines? If you have any slope in your yard, the lines will partially drain when the system is off (unless you have check valves in the heads).

Thanks for the reply Steve. Well there's not a slope, but it does seem to be related to air in the pipes.

We just purchased a resale and when the sprinkler first starts it makes a lot of banging. Someone said that there is air in the line and that we can fix this. Does anyone know how to fix the problem.