It sounds like your bladder tank needs service or replacment. With a well, it is doubtful you have a PRV. Look at the pressure gauge while someone opens a faucet. My guess is that the pressure drops almost immediately and then the pump turns on. If so, this is an indication that the bladder tank is not working properly. It could be that the bladder is shot, or it has lost its pressure charge.
Turn the pump off, open a valve and let the water run until it stops, then take an air pressure gauge (tire pressure gauge) and check the pressure on the bladder tank. If your pressure switch is set to say 30-50, then the tank static pressure should be set to 2 less than the lower number, or 28#. If you get water out of the air filler, the tank is shot. If you don't, pump it up as required. Let it sit for about 10-minutes and recheck to see if it held. If all is well, turn the pump back on.