The off-cycle clicking noise that a furnace makes when it is off is usually normal and nothing to be concerned about. It is caused by the contraction and expansion of the metal parts as the furnace cools down or heats up. When the furnace first shuts off after running, the leftover heat will cause the metal parts like the heat exchanger to expand slightly. As it cools, they will contract and click back into place. The thermostat also clicks as it adjusts and turns components on and off during the furnace's off cycle. Some clicking during the off cycle is expected, but loud, frequent, or irregular clicking could indicate a problem like a stuck relay or issue with the ignitor. As long as the clicking is intermittent and quiet, it should not be anything to worry about.