Why does my Audi A2 make a rattling noise when starting the engine?

I've noticed that every time I start up my Audi A2, there is a distinct rattling noise coming from the engine. It only lasts for a few seconds before disappearing. Is this something I should be concerned about? Is it normal?

This rattling noise is most likely the result of a loose exhaust heat shield. It's a common issue in Audi A2s and can easily be fixed by securing or replacing the heat shield.