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In the Lost series, I could understand in the end, what was the Black Smoke Monster but I could never figure out the origin of the mechanic noise that followed it. What was producing this noise?

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We don't definitively know.

David Fury was the writer for the first season of Lost. In an interview with Lostpedia, he was asked about the smoke monster:

Lostpedia: How much of the Monster’s mythology were you made aware of when writing “Walkabout”?

Fury: There was no mythology to speak of in place during the early episodes of the series. We were building it as we went along, discussing possibilities. Metaphorically, the monster was just the great unknown threat, the imminent danger around the corner that potentially haunts us all… Some thought of it as a monster of the id, much like in Forbidden Planet -- that maybe it appeared differently to everyone who saw it. The most tangible thought, as explained later by Rousseau, was that it functioned as a security system set up by the island’s creators/early residents… whatever we later decided the answer was. For Locke, clearly, the monster was the “soul” of the island that was responsible for his “miracle.”

The Forbidden Planet reference I've highlighted, as it shares some similarities with Lost which Fury may well have used. To quote from the Lost wiki on these:

Its storyline features many similar themes to Lost: a mysterious location, geographic isolation, immense power sources, ancient civilizations, hidden underground facilities, an invisible monster, a stranded crew of explorers, lost scientific expeditions, and deadly psychic powers. The howling noise frequently made by the smoke monster in 'Lost' is strikingly similar to noises made by the monster from 'Forbidden Planet'.

So that's one possible solution.

Another interesting analysis of the noise comes from Damon Lindelof. He posted a question asking about the nature of the monster on Yahoo Answers. Out of 8,000 responses, he and Carlton Cuse chose the following as their favourite answer:

I think the Monster was originally a highly advanced security system designed to separate participants in the experimental DHARMA hatches. I think it was an effect that was designed to frighten people (smoke, noise) if they strayed too far from their experiment location. (A bit Wizard of Oz-like.) However, the electromagnetic force has mutated it—in the same sense as Desmond experienced time travel and can now see the future after exposure—and made it malevolent and able to physically grab things in its force (Eko, the pilot, Locke). So in theory it may be able to be deactivated, if they can find the control room for it (which would be another hatch somewhere yet undetected).

A final important consideration is that the Smoke Monster wasn't really understood even by its creators. In an interview with Popular Mechanics, John Teska (creator of the Monster) discussed this. The relevant section is:

After the monster debuted, Teska found some interesting inspiration on fan forums that he says actually drove his thinking and decision-making when it came to animating Smokey. "An early theory was that it was an electromagnetic force," he says. "We know there's magnetism on the island—could this be some iron filing cloud that's being driven by the magnetism? And that was something I could grab onto to kind of help activate it when even the producers were being vague about what that was."

So to put it another way, the show's creators didn't even know what the monster was originally, and took inspiration from a range of places, including fan theories, to build up the Monster.

It was never stated what the noise was, but given all the above I'd suggest one of the following, or a combination of them:

  1. A "throwback" to Forbidden Planet and its monster with similar noises.
  2. An alarm system as discussed in the "favourite" answer of the show's producers.
  3. Something that was initially added to be eerie, without much thought as to why, which ended up sticking around during the show.
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    An interesting theory for an in-universe explanation I read somewhere (probably on Lostpedia) was that it can mimic different sounds in a similar way to how it can impersonate people. This was given as an explanation for various sounds and voices of unknown origin that are heard by the characters on The Island. According to this theory the mechanic noise was a sound produced by some device that The Smoke Monster "heard" somewhere and particularly liked. – Chanandler Bong Feb 25 '16 at 10:53
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Spoilers below!

The clicking noise seems to be related to the Smoke Monster's birthplace, the Heart of the Island.

Compare its noise to that of the below clip from the LOST season finale.

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