I have the same problem, it's really annoying! I cannot understand why not much more people are complaining about this. It shouldn't be a problem in a Smartphone today! My Samsung S III didn't have this issue.
I made a video so you can see what we are talking about: Link deleted Unfortunately, I am not allowed to post a link here. You find it on Youtube entitled "Samsung S5 SM-G900F, popping sound between songs".
Did anyone find a solution? Thank you.