You mean when you're watching TV and it goes from commercial back to program you get a slight click/pop sound? That's normal especially on SD programming. That is just the source material. It's more prevalent on SD programming than HD programming.
But your saying in the the middle of watching a program you can turn the volume up and down you get a clicking sound? You know, you may just have a dirty rheostat/potentiometer in the volume knob.
Equipment has not had potentiometers or rheostats for years! There are no longer any dual stereo potentiometers made except to special order.
Modern equipment has digital controls, that is why you can continuously turn the volume knob.
If you turn them fast you can get slight digital artifact.
The digital volume control was developed by the BBC and the mixer firm of Rupert Neve in the early eighties. There were huge budget over runs, which severely upset Margaret Thatcher, and caused Rupert Neve to be sold to the Siemens group.
Making quiet digital faders for digital mixers proved to be a very difficult nut to crack.
However if the OP is experiencing a loud noise when turning the control gently, there is likely a problem.