Great question. Sound takes place when a vibration (in the form of a wave) passes through a substance like air, or water, or something hard like a rock, and is understood by our brain.

How does that happen though? It all starts with the outside of your ear.

Your ear (the part you can see on the side of your face) is set up to focus sound waves traveling through the air into your ear canal (like a funnel with water). When the sound waves are moving in your ear, they vibrate your ear drum, which then vibrates little bones connected to the ear drum. These bones, shake and move a part of your ear that is full of fluid, and based on how this fluid in your ear shakes, can be understood by your brain that something is making a noise.

This is how we understand sound. However, the sound was caused by something. This source of sound, like a rock falling, or me shouting, caused the air (or water) around it to move.

Next time you take a bath, or go swimming, try to snap your fingers or make a noise and see if someone can hear it really far away. Water, because it is a fluid, is really good at moving sound - and things that sound pretty quiet in air are louder underwater.

A fun question to think about is whether something makes a sound if no one is around to hear it. The famous one is "if a tree falls in the woods, and no one is around to hear it, does it make a sound?" Is sound caused my something making a noise? Is something a noise if no one hears it?

All the best!
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There are two aspects to answering this question.

On one hand, sound is psychological; on the other, there is the physics of sound waves.

On the psychological front, sound is the way our brains interpret fluctuations in pressure (sound waves) that reach our ears. Sound waves cause the ear drum to vibrate, those vibrations are transmitted through some specialized bones to the cochlea, and the cochlea converts them to electrical impulses that are sent to the brain and interpreted as sound.

We can also consider the physical nature of sound waves though. As stated in the first section, sound waves are essentially vibrations, fluctuations in pressure. They are sequences of compressed and rarefied (spread out) particles that travel by "pushing" against neighboring particles. This happens regardless of what medium (substance, e.g. air, water, metal) is conducting the sound wave. This also explains why sound doesn't travel through a vacuum; there are no particles to bump into each other. This site has a lot of information about the science of sound for anyone who wishes to learn more.

Sound waves are vibrations. Air, water, or solid material molecules collide with each-other and pass their energy along that way. You hear sound because the vibrations jiggle a bone in your middle ear , which is connected to nerves that communicate the information to your brain.