So now my 95 xj has a knocking sound coming from my driverside front wheel while moving forward. It stops when we turn and it doesn't happen when in reverse. Also it doesn't do it immediately but once it starts it gets worse with speed. It sounds like a tire that head a flap handing of the tread, Thump thump thump, but no shaking or bounding or knocking feeling even buy we can hear it

 

I would start by checking the components around the driver's wheel and see if anything is obviously bad.
It could be anything from sway bar links (these tend to rust and break), tie rod ends (see if the tie rod is loose at the knuckle), axle u-joint (If I had to pick one thing that I'd suspect it would be this), or even a bad wheel bearing.

If the steering is tight and you don't have any drivability problems, it could be the u-joints or hub bearing.

 

So, the noise was my wheel moving because the Lug nuts worked themselves lose after i changed the brake pads. Luckily nothing serious.

 

Glad to hear it!
It's nothing serious if you catch it early. When I was a teenager I had something done on my first car and they didn't tighten the lug nuts... well I had no idea and as my Dad drove it to the shop the wheel came off. It had worn out the lug holes in the rim.