I have a shower that when you turn it on, it makes a loud noise.
I took the shower head off but still makes a loud noise. I am thinking it in the shut off handle to turn it off and on..
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Try unscrewing the handle where you pull it to go on. You might need a new screw, or just oil lightly, and put it back.
It could be the hot water pipes inside the walls expanding when hot water runs through them. You don't describe what it sounds like.
Sounds like the washers are worn out. Turn off water, unscrew handles, unscrew valves without damaging and unscrewing the bodies. There should be washers screwed onto the valve bottoms that came out from the faucet bodies. You can bring to store and match up or get a variety pack at the store first. Unscrew and remove old washer bits, then replace and put all back. Done!
If that does not do it then the seats could be damaged. These are metal plates that the valve washers press against. Should be a square hole which you insert a specialized seat wrench into and then rotate the seat out - they are threaded. Do not buy the grinding stones that the store sells to 'repair' the seat - they always make it worse in my experience. The store likely will not have replacement seats - find a plumbing supply and bring your old seats with you, or have a plumber do it. He will likely recommend a new faucet be installed.