Describe the sound
Note whether the sound is buzzing, rattling, scraping, banging, squealing, or clicking, and when in the heating cycle it happens.
Look for a simple external source
Loose vent covers or nearby objects can sometimes vibrate. Do not reach into moving equipment or open electrical or combustion sections.
Shut down when safety is uncertain
If noise comes with smoke, burning odor, electrical symptoms, or obvious mechanical distress, stop operating the system and arrange service.
Safety note: If you smell gas, see smoke or fire, suspect carbon monoxide, or believe there is an immediate safety danger, leave the area as appropriate and contact the relevant emergency or utility service. Do not treat an active safety emergency as a routine HVAC appointment.