Your furnace is not supposed to be a percussion instrument. When it starts making sounds you haven't heard before, that's the system communicating. The key is knowing which sounds are harmless and which ones mean you need to act fast.
A banging or booming sound when the furnace first kicks on is usually caused by delayed ignition. Gas builds up briefly before igniting, and the resulting mini-explosion makes a bang. It's more common in older furnaces and in systems that haven't been serviced recently. It's not an emergency, but it's not something to ignore either. Dirty burners are usually the cause. A technician can clean them in a standard tune-up.
Rattling typically means something is loose. It could be a panel that isn't latched properly, a loose screw, or debris in the ductwork. Check the furnace cabinet first. If the panel is loose, secure it. If the rattling continues, it could be a loose blower wheel, which requires a technician to inspect.
Squealing or screeching usually comes from the blower motor. On older systems, this often means the belt is worn or the motor bearings need lubrication. On newer systems with direct-drive motors, squealing is less common but can indicate a bearing failure. Either way, don't run the system long with this sound. Motor failures are significantly more expensive than the repair that prevents them.
Grinding is the one that warrants the fastest response. Metal grinding against metal usually means the blower motor bearings have failed. Continuing to run the system can damage the motor beyond repair. Turn the furnace off and call for service.
Clicking is normal during startup and shutdown. If clicking continues while the system is running, it could be a failing ignitor or a problem with the flame sensor. A furnace that clicks repeatedly but doesn't fire up is almost always an ignition issue.
The sounds you should never ignore are loud banging, sustained grinding, and anything that smells like gas or burning. A carbon monoxide detector in your home is non-negotiable if you have a gas furnace. Annual professional maintenance, typically $80 to $150, catches most of these issues before they become failures.