When I have heat on in vehicle and I turn it.

It could be air trapped in the heater core, the blower motor or some type of contamination in the vent system or a vent door that is not closing all the way.
Check the coolant level and if it needs to be topped off, turn the heat all the way on with the radiator cap off and let it get to operating temperature before filling. Then replace cap and drive it to see if it makes difference. The other thing that can happen, especially if you park under trees, is that conaminants find there way into the vent system by means of the fresh air intake under the windshield. The blower motor is on the passenger side under dash. If the noise seems to be coming from there, remove the blower mtor and check for leaves, etc.