I used to hate that screeching noise so much I cut the wire to the internal speaker of my first modem (1200 baud) For subsequent modems (speed upgrades) I had learned the about Hayes AT command set and init script would mute the internal speaker for peace of mind. Personally for me, this modem noise is as bad as fingernails screeching down a blackboard!
Though I kept wondering how is it that when you pick up the phone while downloading something you just hear seemingly random constant static, yet somehow the computer decoded that into useful things. And how you were able to download multiple files from different places simultaneously over a single phone line. It felt a bit like magic. It was much later that I learned about the packet-switched nature of the internet.