Did you mean that C4 is 10 uF, 25 V?
24 V AC when rectified will give about 35 V.
That is about the maximum input voltage of the 7805, and well over the voltage of C4, if I have guessed correctly.
Did you connect C5 the right way round?
The input capacitor, C4 should be a lot larger than 10 uF. You need a capacitor that will keep the supply working between mains cycles. 10 uF, even with a 10 V drop, will only support about 10 mA. You would get excessive ripple current in C4, so you should be aiming for 10,000 uF or so, but you could use a much smaller transformer voltage.