No problem it is the electric air valves,
if you change heating and air positions before shutdown,the nois will be a little different when starting up again,then you have the proof,

If it is winter time and the temperature is low outside then the bearing is shrinking in its housing. The metal is shrinking more than the plastic housing, leaving a small gap between the bearing and the housing. This gap allows the bearing to slide inside the housing. After a couple of minutes the bearing heats up (bcs of the heating is on) and the size of the bearing will be normal again and the slipping stops.

This is normal when it is cold, it will not cause any harm.