When I turn on my heat, I hear this annoying fan making sound behind the glove box. How do I fix this?

 

That is you interior blower motor, better get used to it, unless it is noisy because it's failing, otherwise that is your only interior fan motor.

 

If it is too noisy you can remove it squirts some oil in there and gain another couple years from it.

 

Its making noise, but bearable. Does that mean it needs to be replaced? Is it difficult to replace?

 

You may have sucked some junk up into the blower cage, if so it can be cleaned out, or the motor is starting to fail and will let you down over the next short while.
Yes, if you are a little mechanical, you can replace it yourself.

 

Migth have got a leaf or 2 in the motor and it hits the fan when it spins, had this on a friends car. You can simply remove the fan cover of the motor and have a look.