The well has a pump that is at the lower end of the well pipe and in the water at the water table. Just above the pump is a "foot valve" that allows water to be pumped up under pressure but when the pump has done its job and stops pumping, the foot valve "puts its foot down" and closes to prevent the newly pumped water from falling back out of the pipe. That foot valve may have dirt or silt in it and it isn't closing all the way, which allows water to gravity fall down, and air to leak in. Call a well driller in your area and ask for a free extimate to repair the problem. Sometimes the diaphragm in the air pressure tank near the house develops a small leak and allows air to pass in from there. If that were the problem, though, you'd hear the electrical contacts being made on and off an awful lot at the air pressure tank. Call for an estimate. The well is probably just fine.
: I have well water, and recently when we turn on the water (anywhere in the house) or flush the toilet, we get gusts of air. It slows down, but continues through the time the water is in use. The pump is old. I'm almost afraid to ask, but could this be my well going dry?