What can I do if my water heater burner make explosions when the flame start

Tell me the brand and model number of your water heater.
There are several things that it could be, Can you look in and see the burner, is there any trash on top of the burner, is the pilot burning a blue flame and is it shooting towards the burner.

Give me more info

It's called delayed ignition and can USUALLY be fixed by cleaning.