Rattling Noise

I have a 98 Jetta GL. When I rev the engine, I hear a rattling noise for the first couple of minutes I drive the car, then it goes away. It sounds like it comes from underneath the front/center of the car. I recently had the exhaust replaced, minus the catalytic converter, which the mechanic said was OK. I assumed the sound was a hole somewhere in the exhaust because I knew I had some, but it is still there. It does go away after a couple of minutes. Any thoughts?

Check the heat shield on the cat.

WHat does the heat shield look like?

Its metal with holes on it. Look on the cat you should see it

Thanks for your help!