Do not rattle the camera to listen to the "funny sound"! There are threads about this, we often get this question. Yes, its normal, its as things should be. This is part of the SR and all modern Pentax DSLRs do that (and probably other brand cameras with in-body SR, as well)
Originally posted by dkg2707 Noticed something upon getting the K3 II that my Nikon does not do.
Yes, Nikon does not have in-camera shake reduction. This is why some Nikon lenses have shake reduction built in. With Pentax, you can use SR with any old lens - a prime, an ancient lens from 50 years ago, a brand new zoom lens,.. with Nikon, you only get SR with certain lenses.