2000 Chevy Tahoe 4X4 causing problems no seen in 2WD

2000 Chevy Tahoe V8 Four Wheel Drive Automatic 128xxx miles

Ok, so I bought my tahoe because of moving to fargo. I was under the impression it's a good winter vehicle. 4x4 worked fine when I test drove it, but now there is a variety of nonsense caused by the 4x4. I put the truck in 4hi and it engages. Good start. However, the truck feels like it drives a little rougher. Is this normal for 4x4 vehicles? I've always been a car guy and this is the first 4x4 vehicle i've driven. What I know isn't normal is the big clunk that occurs when the vehicle slows to around 25-30mph. Also when I hit bumps, the front left sounds terrible. It feels and sounds suspension related, but only happens in 4x4 so. I have no idea what it is. In 2wd everything is 100%. Everything is smooth, no noises, no smells. Then comes 4x4 and it makes me uncomfortable.