"Screaming" noise while steaming milk?

The steam tube tip is essentially a sonic nozzle so when the velocity of steam drops off it comes into an audible range. I think this happens when water starts to be used up. Just a theory...

To expand on Hanno Fietz' answer: I agree that the sound is caused by cavitation.

Does feathering the surface prevent cavitation? I don't think it does, I think the cavitation is still occurring.

Remember, the wand is blasting out pure steam, so if you submerge it into the milk before you turn it on, the steam is going to rapidly condense back into pure water with no "air" in it. This steam collapse is one form of cavitation.

As a liquid, milk (like water) is incompressible, so with no shock absorption the cavitation energy is transferred directly into the sides of the container. That is the sound that you are hearing, the cavitation energy "ringing" off the sides of the container.

However, by feathering the surface the steam will capture some atmosphere and introduce it into the milk as tiny bubbles. I think these tiny bubbles act as a shock-absorber for the energy of the cavitation. You can still hear the cavitation, it is just much more subdued because the air bubbles absorb most of the energy. The more you feather the surface, the more bubbles introduced, the quieter the cavitation noise.

Here is a demonstration of the power of cavitation: https://www.youtube.com/watch?v=lj3x2U4CaEs

I should point out that this video presents a different kind of cavitation, but it is the same idea.

Technically, the noise is very likely tiny steam bubbles that collapse with great force as the steam condenses, thereby shrinking to 1/1600 of its volume. This is called cavitation and the forces appearing at the microscopic scale are enormous and present a significant challenge in a number of engineering tasks. For more details, see the Wikipedia article.

Now, with regard to the latte, I'm just a latte consumer, and don't really know anything about how to make it, but the above might still be helpful in connection with what others have written. I would expect cavitation to occur every time, and in my experience, there's always some kind of noise associated with the steaming. However, that high-pitch screaming might mean there's more cavitation, for instance, because the steam is hotter, the milk is colder, or there is more steam etc. Each of which may very well affect the result. Since milk is quite a complicated emulsion, I'm certain with those tiny implosions, there's a lot going on at the microscopic level.

'Screaming' or 'Hissing' is a common occurrence when making a latte - it is an indicator of milk expansion. It can scald your milk, so it's best to use the scream as an audible warning to adjust your steaming process. Once you hear the scream, start rotating your milk jug.

Steam wand should be approx. 2cm in from jug and no more than 1cm beneath the surface of the jug. Turn the steam wand on and adjust the jug with you hand until you hear the milk “hissing” or in other words expanding. When the milk begins to expand, it must be going in a counter clockwise motion around the jug allowing small bubbles to form. The bubbles should not be big. Once the milk has been expanded enough (remember 1cm foam) and has reached a temperature of 80ºF, bring the steam wand into the centre of the jug and continue the spinning motion until the milk reaches 150-160ºF.

I hope that was helpful for you. Remember, rotation should help you avoid scalded or burnt latte milk. Just don't let the scream go unnoticed.