turned key to on position and I hear a clicking noise coming from the headlights, every time I turn them on.
Tried searching, didn't find anything..Not sure if it's normal, Anyone else hearing this sound when turning them on? Sounds kind of like a click click click. if the windows are open and the engine is off I can hear it when I turn them on..

 

Just a guess, but what you're hearing is likely the lights self-adjusting if you have PDLS. I can hear mine but wouldn't describe as clicking as much as whirring sound. If you are in the garage you should see the light pattern on the wall moving at the same time.... They do this every time you turn the ignition to on or start position (I leave my lights set to "auto" so they always pop on when I am in garage. )
Hope this helps....

 

Roll up the windows.

Seriously, it's like jawells said, it's probably the headlight adjusters going through their self-tests. You should see the beams go down and up and wiggle side-to-side.

 

Thanks guys, I think thats what it is, if I moved the switch to off and then to low beam, the light doesn't move but you still can hear the chirp noise, never paid attention to it..in the auto the light is moving and then doing the noise, is this everytime you turned the car on?

 

Beemer guy, are your head lamps moving side to side in your garage? Turning steering wheel

 

I wrote:My car has PDLS, so yes, the lamps move side-to-side as part of the self test when the car is first turned on, and yes, the lamps move when I turn the wheel, as they are supposed to, although I think only when the car is in motion.