By default Emacs has some pretty annoying audio notifications for certain events (e.g. trying to move past the end of a buffer). You’ve got two options to get rid of them. Option 1 is to replace them with visual notifications (the Emacs frame will flash):
(setq visible-bell t)
This doesn’t work well on OS X and is just as annoying (if not even more), so I’d suggest going with option 2 instead - disable those notifications completely:
(setq ring-bell-function 'ignore)
At last - some peace and quiet!