If your heater is operating correctly, the only sound you'll ever hear from it will be a gentle clicking sound as it turns on and off. If you're hearing some other kind of sound coming from your air vent then, such as a loud clicking or whining sound, then you should call a technician who handles furnace repairs right away. The problem may be minor, but catching it now can keep it from developing into a major issue down the road that'll cost you both time and money.
While it's possible that a squirrel has gotten inside your air vents, a scratching sound inside your ductwork usually means that your fan blade has become dislodged and is scratching the inside of the unit. This is a major problem since eventually this fan blade will tear a hole on the inside of your unit and cause it to stop functioning altogether. Call for a furnace repair tech as soon as you can have it fixed, or you'll be replacing your entire furnace sooner rather than later.
While a whining sound coming from your air vents may be annoying, it's also indicative of a fan belt that is about to snap. While this isn't a huge problem, it can be hard to access the panel to replace it, so this is one job you want to leave to a professional furnace repair technician. Once it snaps, your motor will stop working, and even though the furnace itself may be operational, you won't have any hot air inside your home.
If your air vents sound like a can of BBs rattling around, it's probably because you have at least one piece of metal that has broken off and is clanking around inside your air vents. The most likely cause for this is a bolt that has been disconnected from the connection points in your ductwork, but it can also be a piece of metal that is chipped off from inside your unit and has moved into your air vents. Either way, it's a good idea to get it fixed.
As mentioned above, a gentle clicking sound every time your unit starts and ends the cycle is completely normal. If you hear a continuous clicking sound while your unit is operational, it means that your system is having a hard time staying on. Eventually, this will wear down your ignition switch, but it could also cause your unit to malfunction completely. Regardless, hearing a clicking sound in your air vents means that your furnace most likely isn't heating air very well at all.
For more information about furnace repair, contact a local HVAC technician.