I have a tub/shower combo. Recently, after I turn the hot/cold water on, then pull the little pin to shower. After a second or so, loud noise and vibration start. I appreciate it very much if anybody can give me some tips as to how to fix it.

There is something loose inside your faucet. It is probably the diverter. Take it apart and repair what's loose and worn out. That will solve your vibration problem at that faucet...