Hi jonesy,
Best to get rid of the air bubbles as they can cause your insulin pen not to deliver the full dose of insulin you dial up. To do this simply prime the pen with the needle pointing upward and gently tap the cartidge until the air pocket rises to the top. Then prime the pen and you'll notice the air bubble will disappear, although it may take a couple of tries before it does.
If you notice the pen 'dripping' insulin after a dose is delivered and the needle removed, it's likely there is too much air in the cartridge and it should be properly primed again.
All the best,
fergus