When I turn on my Ford Explorer's heater, there's a loud clicking sound under the...

[this2shallpass]

...dash? It sounds like I put a pencil in a fan. It's really loud and only happens when I turn the heater on.

 

[JohnZWetmore]

It probably is the heater fan. A couple of ideas:
--Some type of debris got into the fan
--The housing for the fan has deteriorated and gotten in the way
--Fan blades are coming loose from the shaft
--Fan motor is coming loose from its mounting

I don't know how difficult it is to access the fan on that vehicle. Sometimes the space under the dash is pretty crowded.