It sounds like you have air in the system. This is common with hot water baseboard systems. Aside from being annoying, it will not cause any harm.
To bleed the system, you want to look for either bleeder valves on the actual baseboard units behind the covers, or a master air bleeder valve on the heating unit. If on the baseboards themselves, you will need a little key-like tool available at hardware stores to open the valves.
When you open the valves on the baseboard units themselves, be sure to have the system on. Also, be sure to have a glass or plastic cup, as water will come out after the air. Keep the valve open on each unit until you get a steady steam of water with no air.
One other thing you may want to look into doing this time of year is emptying the expansion tank if your system has one. It is often mounted near the basement ceiling close to the bioler. You should be able to connect a hose to the tank and run it to a nearby sink. Close the valve that allows water into the tank, then open the small air valve, and then open the main valve that empties the tank. After it is empty, close the air valve, close the emptying valve, and re-open the valve that allows water into the tank.
This is also a good time to drain the sediment out of the bottom valve of your water heater if you have one.