if you've pulled it to the correct measurement, it won't double dose you - there are probably markers on the pen at regular intervals and that is the clicking sound. i haven't used gonal-f, but i know the puregon one works similarly - and when i was injecting i'd hear about 8 clicks as i pressed it in... i assume gonal f would work very similarly

hope that helps to put your mind at ease a bit - i'm sure one of the girls that has used gonal f will pop in and confirm shortly