After you prime a glow engine (by putting your finger over the carburetor and rotating the prop a few times), the fuel is drawn through all of the tubing and a few drops of fuel should get into the crankcase of the engine. If you watch what happens next, the fuel in the tubing might flow back into the tank and be replaced by air. This is completely normal and will not affect the normal starting and running of the engine. The main thing is that you got some fuel inside the engine. This will allow the engine to run long enough to begin drawing fuel from the tank on its own. It will very quickly pull the air thru the tubing.

Once the engine is running, especially at full throttle, if you see a bunch of air bubbles flowing through the line then that is not good. You will never get a decent needle valve setting if there is a stream of air bubbles in the line.
One of the more common air leaks is inside the tank, on the line between the stopper and the clunk.