As the air movement through the ducts generates noise, you should anticipate some background rumble from your heating system. Any time the heater starts making weird noises, it could signify a more serious issue.
If it bangs, there may be broken or loose parts. The furnace can produce several unusual noises, each of which may signal a different problem. If your furnace has started making noises out of the blue, it is recommended that you contact a professional to investigate the cause.