when water is on there's a thumping sound?

Its called water hammer. You need to have an air chamber put in your water lines. Any plumber can fix the problem

It may also be a worn or loose tap assembly.

Water heater is overheating and causing air pockets in the pipes, when the air pockets come out of the water heater, they cause a momentary change in pressure and the pipes, jump in response to the change, check you waterheater and checkvalve, just bleeding off the extra pressure and adjusting the thermostat will fix it.

If it it just one faucet doing it you may need to replace the rubber washer inside the faucet. If you water heater temp is to high this will also contrbute to this so called thumping noise.

when hot water runs thru pipe, the pipe expands (gets longer) the bumping sound is when it is expanding against a pipe hook or where it goes thru a floor joist or floor. GOOD NEWS, its nothing to worry about. ps it will do it when pipe cools off too

the noise is caused by sediment(calcium) build up in the tank. hose bib / drain on bottom of tank used to empty flush sediment should be done yearly. usually when water heaters start making the thumping noise its to late to flush out the sediments. they accumulate and harden to tank. if handy u can try flushing it out yourself. ask how question will get some good tips to make semi easy, safe.

may need to flush your W/H due to mineral buildup, this needs to be done about every 30 to 45 days . You may also have some pipes worked loose from the studs