If you check the cassette and the lockring is properly tightened on an overhanging outer sprocket (or spacer), then consider the possibility that nothing is wrong.
When you coast the wheel overruns the freewheel. Then when you start pedaling, there's a short dwell until the freewheel catches back up and engages at the first stop. Various designs, have more or less dwell (space between clicks) and some designs can be noisier when engaging. So it's entirely possible that you're simply hearing that hubs normal sound of reengagement.
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