The first sound mentioned in the poem occurs when the narrator's horse "gives his harness bells a shake." The narrator suggests the noise of the bells indicates the horse's impatience with standing still, shows that the horse wants to keep moving instead of staying where they are. The bells, probably not loud in and of themselves, sound out of place, almost as if they were "some mistake" that is interrupting the deep silence in the woods.
The only other sound is the barely heard "sweep of easy wind and downy flake." The air is moving just enough to disturb the newly fallen snow as it filters through the boughs of the trees and settles to the ground with the quietest of noises.