This may be cause by a wrong Boot Order or the HDD technically cannot be detected by your computer causing it to attempt boot to other media.
First try doing a Power Drain.
Remove the AC Adapter from your Computer if the battery can be removed, Remove it as well.
Hold the Power Button down for 15 sec.
Reconnect Everything, Turn on the Computer and start hitting F2 or Fn + F2
This will boot the system to BIOS
Check Under the Information TAB if the HDD / Hard disk is being detected.
if it is, then make sure it is the first boot device.
If you cannot Find the HDD in there, you can check You system's maintenance Manual on how to Re-seat the HDD connection.
But, As you can hear the clicking noise, that is usually indicative of...