When the well pump cuts on then off there is a banging (hammer) on the main line . Pressure switch is cutting in at 20 and out at 40. Problem just started, no recent work on plumbing. Any suggestions, what may be the problem?

Is this a submersible pump? If so, is there a checkvalve between the wellhead and the pressure tank?

No, unless there is one on the pump itself. Thanks

Assuming it is a sub pump, there is a CV for certain just above the pump. Frequently there will be another very near the wellhead. If one is leaking, it can cause a "slapping" sound on the one near the wellhead. See if you can pinpoint the noise. Is it past the pressure tank, or before it.

Before

If there are two CV's, and the lower one leaks, then it creates a vacuum under the second one. When the pump cuts on, the water columns comes up hard and "smacks" the upper CV. The site linked below puts it this way: "Water hammer caused by second check valve: When there is a second check valve (besides the foot valve in the well) above ground at the pump, it is possible that the presence of the second valve will add to or even create water-hammer noise in the building.

Folks who write about water hammer and check valves argue that because the second valve allows the pump to start against so little resistance that the column of water in the piping between pump and foot valve rises rapidly and "bangs" into the second check valve and pump housing, causing water hammer.

We have read that this problem on large pump and well systems can actually interfere with proper operation of the pressure control switch by causing the switch to "bounce" between the "open" and "closed" positions."

Their reference is to a jet pump, but the same problem will hold for a sub pump. If this is happening to you, it would be happening almost immediately after the pump cuts on.

Water System Backflow Preventers & Check Valves - DIY repairs (http://inspectapedia.com/water/Check_Valves_Water.htm)