Some pads simply don't fit as well as others.
After time though that rattle turns into caliper wear and tear, it won't really hurt anything, it's just a tad annoying.
Check your pad pins for any grooves, it can sometimes be caused by the pistons not moving freely so the pins end up being worn due to the pads being stuck in the same position for a while.
If they show any signs of an indent there are very cheap ones you can get on Ebay, but it also means that the calipers need a good scrub and red rubber greasing.
