This was written when the question still had the Reality-check tag!
Let's assume the substance comes into existence within one second.
To transmit sound, it has to be able to form compression waves, so it has to have a mass and consists of particles.
To suffice the basic physical laws, the easiest such substance has to react like any gas under the gas formula (pV=nRT).
The idea, that it should not interact with the matter of the solar system, besides sound transport, has to go out of the window to suffice the hard science that you need to achieve sound transport (presence of a somewhat dense particle medium that can interact with other matter via compression waves).
Outer Solar System
The particles come into existence without any movement on their own. Immediately they start to get pulled towards wherever is a gravitational potential, accelerating on the way. As they pass in towards the gas giants, those grow and Jupiter becomes a second sun once it has accumulated enough mass. Still, the biggest gravitational pull comes from the sun, and everything not eaten by the gas giants will go there. Just like the gas giants themselves, as the added mass starts to change their orbits lower and into a decaying one. It will take them some very long time to reach it though.
Close to the Sun
On the other hand, particles closer to the sun start to gather in the corona for some months, over the time superheating and insulating it a bit. Once they got heated enough, layers of particle plasma get thrown at the solar system.
After having heard months of harsh hissing wind (ripping away some not too small part of the atmosphere with it into the sun) you would hear one loud bang as the plasma wave passes earth on its way from the sun outwards at high-speed, washing over the earth. As it passes earth (and creates that ear shattering sound) it rips another large huge chunk out of the atmosphere to follow it.
Assuming that you didn't lose your hearing under the influence of that initial, 140+ dB shockwave, everything starts to become much more silent as the atmosphere thins out, suffocating you.
Should you survive the compression wave and lack of air, the earth would end without any atmosphere and in full silence. Atop the lack of atmosphere, the wind towards the sun and then the plasma shockwave have had enough friction on earth to throw it into a decaying orbit around the sun. If everything comes to worst humankind also had to deal with a lunar impact. But luckily, most humans died already from radiation bathes when the ozone layer was stripped during the phase of intense 'wind' towards the sun.
The existence of such a substance would throw our solar system back to the situation when it was born! It would do a really good job at destroying humankind - and earth.