The way I'm reading it...
A lot of things can cause a ticking sound. If you'd never really driven of road before, and for some reason were if 4 lo the whole time. Rock crawling or what idk... my guess is you weren't real nice to your clutch. If you don't hear the sound in neutral, stationary (clutch in or out) then that's not it though. It's coming from something that only turns when the wheels do.
Put your transfer case in neutral put her in gear and let it turn. No clicking sound narrows it down to something after the t-case or in the output shaft area...
You'll pretty much just have to follow the drive line down till you find it.
If you have someone to help. Put her on jackstands to get the tires off the ground. Put her in gear and let the tires turn in the air.
It could be something as minor as a stick or stone stuck somewhere and making a racket. It could be something broken.
Sorry if that's not much help, but its something you'll have to trace down to find it.