I just got out in an air cast after 5 weeks non weight bearing. I was given allowance to walk, when I try I get a shock wave and pain. Is this normal?

Ortho knows best. i am assuming you sustained some kind of fracture. The ortho md probably saw the last xray films and noticed that you had proper callus formation so he changes the weight bearing status. It might feel uncomfortable at first but it should get better with time. Consider going for some physical therapy also if possible and dont forget to consider ICE, and/or NSAID as part of treatment.