Thunk when shifting into 4x4

Hello, quick search helped a little but thought I would post here and get a few opinions. I was out at the freedom 250 in barstow this weekend and found a unexpected sandy spot and had to quickly shift to 4x4 high to avoid digging in. Had a pretty hard thud sound from the front end and the 4x4 light flashed for a few seconds. Got off to the side a little and let of the gas (was going maybe 15-20 when I shifted) and the light stopped flashing. Is this normal? I usually come to a stop before shifting into 4x4 and it barley makes any noise. I went back to this practice for the rest of the day and did not have any further issues. I have about 5k on the front diff oil and maybe 15k on the transfer case oil. I checked the transfer case a few days ago and the oil still looks great but I have armor so did not check the front diff but I assume its still pretty clean and full as I have not seen any leaks on the skid.
Thanks,

 

You were probably spinning a little when you shifted into 4wd and thunk was making the front spin the same speed as the rear. You do not need to stop when shifting into 4wd but the front tires and rear tires need to be turning at the same speed.

 

I wonder if it was caused by a load on the driveline? Did you have the gas pedal down when you shifted? I usually take my foot off the gas when going into 4hi and it's always smooth...just a thought.

 

I let off it a touch but I still was giving it a little gas. I am pretty sure the rear was spinning a little so they probably had to match up I guess. I have heard a clunk before when shifting in snow but I thought I would ask because this time it was accompanied by a flashing light. For the rest of the day I payed a little more attention and did not count on speed to carry me through then soft stuff. It was pretty chewed up this weekend so I probably should have just left it in 4x4 the entire time.

 

With my '11 they told me not to shift into 4x4 at speeds over 52mph either, that could have caused it if you were going too fast.