For 1.0 versions:
It is normal for air to automatically come out when the compressor is turned on for this airbrush stylus type. No need for troubleshooting here! To release the makeup, gently pull back the lever and airbrush it onto your skin!
For 2.0 versions:
With the auto start/stop function, you should not be hearing any air coming out of the compressor until you release with the airbrush stylus. You'll want to check hose connections and make sure they are properly screwed onto the airbrush stylus and compressor. Make sure there are no kinks or leaks in the hose itself as well.
#AeroTip: Although air should automatically come out when the 1.0 compressor is turned on, makeup however, should not automatically spray out without pulling back the lever.
If that is the case, check out the troubleshooting for it here.