This sounds unusual because the water pump is put in a position in the system where it will always be sat in coolant water, and when it starts pumping, it pushes the air out of the way and round the waterway. There always is a bit of air in the cooling system - it usually ends up in the plastic expansion vessel where you top-up from. How does this 'air lock' manifest itself as a problem?
Take the cap off the expansion tank. (looks like a washer bottle) Then start the engine. You should see the water start to circulate in the tank. It should hopfeully start "coughing" the air out. Once there are no more "coughs" you should be ok.