I have a 02 fx4 and if i put it into 4x4 while moving there is no noise but if i start spinning and stop put it in 4x4 then try to go tires will spin and it will clunk and then go in 4x4 . Is that normal ?

 

Yes, thats normal to fill a slight clunk going into 4H on the fly when in loose conditions. Do not shift into 4L without stopping and putting the truck in neutral or you will get a big CLUNK! I think the lack of tranction causes a slight slip when engaging the 4x4 that you don't have when rolling.