You may be hearing the switchover valve cycling through modes on startup, both of my W124s do that. If the clicking seems to come from the glove box, it's very likely the switchover valve.

Probably goes from off to air intake open to heat to mixed mode, three or four clicks.

Peter

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1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!