Certainly I don't like "funny noises" any more than do others, and they always bear noting and basic investigation, but, on steamers, as mentioned, regular "clicks" can indeed be the valve gear and rods (this can be more than a little prototypical - but the "clicks" are "clanks" ). A squeak almost always just means oil all those little rivets...brass locos can also be noisy from gear whine and driveshaft whirr - brass, unlike cast zinc, acts as a sounding board and resonates with the sound (most real bells are brass...not a coincidence). Cast zinc actually acts as a noise suppressant. Brass locos tend toward being thin-shelled and more hollow.
Many noises, like gear noise, are irritating but harmless. If your brass (for example) engine is a bit of a growler, but the gear train moves smoothly by hand (spinning the flywheel, for example) it is probably never going to be a problem. It may quiet down as rough gear-tooth faces get smoothed by use.
