The fan (13") or fans (15" & 17") runs all the time; default speed on mine is 2000 RPM. So if you're unaccustomed to a laptop with fans and/or in an exceptionally quiet environment, you may end up noticing a faint constant noise.
As workload increases, so does internal component temps, one of the myriad sensors picks it up and the fan revs up to compensate. At worst, I've seen mine go up to 6000 RPM and sound like a mini jet engine.
With age & dust or if defective, the fan motor bearings deteriorate and get noisier. Or a blade unbalances and you get a scraping noise. Only fix is a replacement as the fan is sealed and not serviceable. Sometimes an excessively dusty fan may be rehabilitated with compressed air, but that will be temporary. If under warranty this kind of issue is usually covered and new fans will be put in gratis. Have done this in my last two Macs.
Since there's no way for us to hear your Mac's noises and any description will be perforce subjective, maybe you can find a reasonably quiet store and sample other similar units to see if all sound the same.
Edit: sanjampet does have a valid point. Sometimes the energy controller, aka SMC, goes nuts and thinks the Mac is overheating, resulting in unnecessary fan speeds. A reset may help then.
Thanks for the info. Its not loud and I only hear it at night when everybody is sleeping. Like I said it has that faint ocean in a seashell noise. Kind of soothing eh? I'm used to my imac kicking on once in awhile, or the jet engine 2006 macbook! I