Rumbling Sound When Started

2005 Limited V8 with 4WD - When the Explorer sits for a day or two, I
often hear and feel a sort of rumbling/knocking sound, that seems to
be coming from under the driver, when I first start the engine.
Yesterday, the vehicle had been parked for two weeks and the noise was
very obvious. The noise does not last long, only a few seconds and
only when first started. My guess is something to do with the
transfer case since it is located under the driver seat area. Anyone
know of problems or things to look for (and should I be concerned or
forget about it)?