Pressure relief valve...very important safety feature.
Try this first:
Water Heater Air Pocket
Shut off the water supply, open the relief valve until water stop coming out, close it, turn the water supply back on.
This will reestablish the air pocket in the water heater, giving the water some place to expand to when it is heated.
If this doesn't work, replace the valve...very simple. Home Depot, Lowes. a wrench and some teflon tape on the treads.
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