I have a gas furance. When I turn it on. The pipes make a loud banging noise in the walls. Is there a way to stop the banging. I have baseboard heating

My guess is that there is air in the pipes. At each radiator, there should be a bleed valve. Open it, let it go till water starts to seep out. Then close it. Do this at every radiator.

Someone else please confirm this.

Also make sure the pipes are properly isolated from any floor joists, sub-flooring, wall studs, etc.