Water drips from new large shower head for a while after shutoff. Is that normal?
The "problem" may be that in a shower-only configuration, the only exit path is up. The line may siphon for minutes until an air bubble breaks the siphon. I see this a lot on hand-held shower wand only setups. There usually is an anti-siphon valve that breaks and drains the wand line
In a shower-tub or other diverter configuration, @chriscudmore 's suggestion will help purge quicker.
In a new configuration, I'd be tempted to add a water hammer arrestor (though an air admittance valve would make more sense) just above the drop ear elbow that the shower arm attaches to.