When a CRT is fired up after being off for a long time, there is often a sizzling or crackling sound sort of like it is taking a deep breath. It is caused by the inside of the tube charging up to high voltage, and this draws a charge through the coating on the outside to neutralize the voltage induced in the capacitor (coatings inside & outside the glass). Sometimes there is even a bit of sparking if the bare wire that grounds the outside isn't in good contact with the carbon paint. If the CRT has been used recently, it will retain enough charge that it doesn't make noise. You can see the charge on the front screen which will attract small bits of paper and dust.

If you're used to an LCD, this noise may seem strange, but they all do it.