The check valve is sometimes built into the outlet of the WH. The valve you turned was for the winterization by-pass.
Put your hand on the outlet fitting on the WH and have someone else turn on the water. If you can feel some vibration with your hand it is probably the check valve vibrating as water goes through. Not really a problem, just the noise.
2016 Duramax - 2010 CF30SKP
Viet Nam Vet 70-71 Da Nang
Real airplanes have two wings and big, round, engines