Hi there. I just got my La Marzocco Shot Brewer plumbed in with a water filtration system from Chris Coffee:
This

I ran about 5 gallons of water through the filtration system before hooking up the line to the machine to purge it of the loose carbon sludge. So, I think I did everything correctly there. I noticed that when I first turn on the machine from cold, the water that comes out of the group is milky white. As it warms up to full temperature, the water is clear. I am guessing there are micro air bubbles in the water that somehow go away when the water is hot, but I've never seen anything like it on my old E61s or Silvia. Wondering if this is normal.

I did bleed the group, so I don't think there should be a bunch of air still in there. But, I only bled it just til a few drops of water came out of the bleed screw. Should I bleed it some more, or is the milky white water normal when I first turn on the machine?

I use the same set up & the water will normally look milky from air bubbles for a few days after I install new filters. If you added a drain/flush line before the machine run some of the cold water into a glass. If it's just air bubbles it will clear up pretty quick.

5 gallons is probably excessive as far as flushing the cartridges goes. I change the softener cartridge first & flush until the yellow color goes away & then install the new carbon cartridge & flush out the black dust. Typically about a gallon or less through each is all that is required.

Thanks, John! That all makes sense.

I'll wait a few days and see if it clears up. Again, not even an issue when the water is hot.