2002 Chevy Suburban clicking noise

My wife has a 2002 Chevy Suburban. When you start it it has a clicking sound coming from the engine(can't really tell what part). When you start to drive it the sound is faster the more gas you give it. My wife describes it as sounding like the clicking sound of a spinner on a board game. After you have driven it awhile the sound almost goes away. You can still hear it, but it is noticeably less. Any thoughts? Could it be some type of exhaust leak?

Thanks,
Brad