On DK hardware, the main CPU (for gameplay) and sound CPU (for digital sounds) are essentially two separate computers with almost no connection between them. I guess an analogy would be each has their own room and there is a wall between them - except there is one little peephole that the sound CPU can look through to see if the main CPU wrote a word on one spot on a wall.
If the main CPU wants a certain sound to play, it writes the number corresponding to that sound in that location and the sound CPU will see it and start that sound.
But the peephole is not very clear. Something is just a little bit flaky - the sound CPU is a little bit blind, or absent minded or something and... well, it's not supposed to, but sometimes the sound CPU goes off on a tangent and plays random sounds.
It probably doesn't happen often, at least if nothing is wrong with your PCB but I think a lot of people have experienced this happening at some point or other.