Besides the occasional air sputter in the shower, do you notice any other changes?
Color, odor, muddy, or turbidity changes? (some indications of low water elevation in well)
Does a clear glass of water look milky, and then clear from the bottom up if let sit on the counter? (evidence of air entrainment, causes vary, but can be pump cavitation from low water, and other causes)
Is the pressure switch located on a T-type fitting at the bottom of the pressure tank? Is the switch somewhere where you can hear it clicking on/off? Are the pump cycles long, as in 30-60+ seconds, or does it short-cycle as soon as a faucet is opened, and almost immediately stop? (Indication pressure tank is shot or flooded...can cause variety of problems).
Can you take off the well cap? Many are just set screws holding them on. If so, can you hear any noises in the casing with the pump running, especially the sound of water spray? (crack in pipe to well pump, can allow air)
Can you see water down the casing? Sometimes artesian pressure will push the static level way up. Some will flow. Depends on geology.