I've seen (or should I say heard) this happen on a lot of vehicles. Some had a full reserve of coolant, and others were a little low. If there is an air gap in the heater core, then you turn on the heat, it will refill the core with coolant, and purge the air from inside of it. Check your coolant level after doing this once it is cool, never with a hot system! It is also a good idea to flush, and fill your system once in a while to keep rust from accumulating in it.