When I started up the app the first time, there was a prompt with the mascot saying something. It was very loud, but fortunately, I wasn't wearing my headphones at the time.

I think there was one later on, when I chose to start an exercise, but it wasn't as loud, so I guess that one's fine.

I feel with sound in apps like I do on websites: it shouldn't start automatically when you visit something for the first time. There should be a clear contract about when you'll hear music.