It's sucking air somewhere. There are a few possibilities. The inlet strainer needs to be under water, of course. Away from bubbles, too. There needs to be an O-Ring where the tubing is stuck into the canister cover. They recommend to wet the O-Ring each time you dis/assemble them. Make sure it didn't slip off.
Next, the orange main-O-Ring. It's kinda tricky to put on, because it goes under the cover, and then you set the cover on the canister, and it might fall out at the same time. Just need to watch it. Make sure you have the cover on very even when getting the metal hook locked in. It should not be too easy or too hard to lock it. The cover then should not move around on the canister.
Of course, you have to fill the canister with water before you close it. The higher, the better, since any air might just stay in there and cause noises.
I would not recommend this filter for permanent use... too noisy, and not enough filter media. It's great though for water polishing, with micro filter and diatomaceous earth. Can't beat the value for that.