Why do I get water hammer after turning water supply back on?
It is natural to have some water hammering when you had your water turned off for a day and turn it back on.  

You probably had a sink on or something so that when you turned off the water the excess pressure pushed it out somewhere - not your shower.  So your waterlines are filled up with air.  The air has to go out places and will create huge air pockets that will make noise when moved.  Turn on your water supply and turn on everything for a few minutes and it should quickly go away.