Air always comes out of my spray gun. Is that normal?
Yes. Campbell Hausfeld HVLP systems use bleeder guns. This means that air is always exiting the front of the gun whether or not the trigger is being pulled. While you must be careful to keep from blowing dust and debris into your work surface with this type of gun, this feature extends the life of the turbine (motor) and the air hose.
If you feel air escaping from any other area of the gun, check the O-rings and washers. If there is an O-ring or washer at the leak point, it is probably worn or damaged and needs to be replaced. If there is no O-ring or washer at the leak point and there is nothing to tighten, replace the gun body