One of the first times I noticed the effects of echolocation, I was sitting at my desk at work, and listening to the radio. The speakers were biased to one side of my head, and I raised a hand up on the opposite side of my head - maybe one foot away - and found that the sound reflected off my hand and into the ear that was getting less music. Try this, and now move your hand around a listen for the sound reflections. If it's not obvious enough with just your hand, try a folder or binder (something larger, flatter, and more rigid will be a better reflector). The image above illustrates why flatter surfaces make better reflectors. Sound reflects off of objects similar to the way light does.
Now try twisting your hand or binder back and forth, but keeping it in one place so that you're reflecting the sound away from your ear, and then directly at your ear, and then away in the other direction. It should appear as if the sound source is passing by, while really, it is just the shape of the reflecting object creating different effects.
The effects you will hear from this exercise are quite a bit more pronounced than the effects you will see when you start using clicking to echolocate, but this should give you a good idea of what kind of effects can be observed when sound reflects directly off of a small object.