How and why did this come about?. Does it mean anything significant?
I realise that not all military personnel do it but some do.
Also: What is the reason for the Goose Step. At best it seems to be very awkward
Yes . . . as with juggling, the point is to show you can do it:
I’m not sure what you mean by heel clicking soldiers, but a lot of soldiers put heel taps on their boots/shoes for marching in formation, and I think that drill sargeants put taps on their boots as well. For the soldiers, I’d guess that it emphasises the precision and discipline of their drill. The DIs do it because it gets attention in a hurry.
Heel-clicking happens more or less automatically when you get to attention.
In ranks, the sound of an entire platoon coming to attention as one signifies a well-drilled unit. Like snappy salutes or well-executed present-arms, it’s a traditional military skill. (Alternately, the sound may be that of a sack of potatoes being upended on a tin roof. That signifies a unit that’ll forgo the next meal for extra drill practice. But I digress…)
In other situautions, it can simply be part of military etiquette - it’s a discreet and respectful way for a lower-ranking soldier to announce his presence. If a driver is dispatched to pickup a colonel and finds said colonel in conversation with other officers, it’s considered correct to enter the room and come to attention with a (discreet) heel click. This is the military equivalent of discreetly clearing one’s throat. The officer can interrupt his conversation or not, as he chooses.
A third reason is the ever-popular “It’s by the book, and in this regiment we do things by the book unless instructed otherwise, so do not even think of bothering to inform me what you may think, feel or believe on the matter of heel-clicking until asked directly - IS THAT CLEAR, SOLDIER?” - always a popular line of reasoning in the military system.
Are you referring to the (Prussian?) tradition of rapping (usually with a single rap) the heels of the shoe to the other foot?
(Start while standing at attention, heels together, toes apart at approximately 45 degrees. Pivoting on the toe of one or both feet, rotate the foot (feet) until the heels are approximately 2 or 3 inches apart, and then return to the position of attention smartly, producing an audible noise from the heels coming together. Usually accompanied with a hand or rifle salute.)
The heel clicking is ceremonial. I suspect it evolved because it proves that you are bringing your feet together precisely, and it has that sense of style and snap that the military likes. I noticed at the Tomb of the Unknowns in Arlington VA, the Honor Guard had special metal plates on the insides of each heel, so that the clicking of the heels would be audible and obvious.
It’s light-years from Goose-Stepping, which looks not only awkward, but downright unhealthy.
The OP was asking two questions. I was seeking clarification on the first…
If I may take a crack and speculate:
For military ceremony: Full time, professional, nationalised military units pride themselves on being better trained professionals (instead of a bunch of conscripted peasant-militia, or worse, mercenaries), and (hopefully) more dedicated “to the cause”.
A lot of military tradition (parade marching, uniform inspections, rifle drill, heel taps and heel snapping, etc.) comes from this desire to stand out from the mediocre, or untrained. When succesful, the military member gets a morale boost, and is more willing to endure the hardships that militia levees may not.
As far as goose stepping, specifically, goes: I have to agree it has a slightly more “aggressive” feeling to it. But that may be because of the video images of the cold war and fascists that I have watched over the years…
It’s the sound your feet make if you utter the words, “Jawohl, mein Fuhrer!”. Try it, you just can’t say that without clicking your heels.
Yes, this is what I meant, …Mein Fuhrer 
The “Prussian” heel-click referred is an exageration-for-effect of the normal effect of coming to attention in boots with old-style hard leather/wood heels. FWIW, other armies have their own exaggerated drill motions (the wide arm swings used in ceremonial drill in some Brit-tradition armies come to mind) . I’ve watched video of the Peruvian Presidential Guard doing a rather (IMO) spastic pseudo-goosestep.
American drill & ceremony manuals are quite restrained in the use of exaggerated stomping/swinging motions, preferring to emphasize precision. The “snap” is supposed to come naturally from the contact of the materials involved upon meeting “smartly” at the end of the motion. (Rifle drill teams, of course. get extra SFX from slapping the hardware around.)
A good heel-click is best followed by the general marking your orders with the rubber stamp that says, “FIND HIM AND KILL HIM.”
Hehe. This may draw stares in the office…