Suspenseful sound?

I wear headphones while I play and turn the volume at its highest, as I’m sure most of you do too. I want to hear everything lol What’s the meaning of the suspenseful sound I hear sometimes? I’ve searched and can’t find it anywhere. The sounds seems like it has something to do with an enemy beimg near, or in a certain direction. I’ve statyed still while just pivoting, and I can literally hear it in one direction and not the other. I thought it was only when you were inside a building at first, but I was wrong. I hear it plenty outside as well.