Lambs make a plaintive, drawn-out noise that is often rendered in English as the onomatopoeic "baa." The cries of lambs, sheep, and goats are called "bleating." Bleat was once onomatopoeic as well but the pronunciation has changed over time.
Lambs bleat in part to communicate how they are feeling. Unlike many other animals, lambs and sheep are able to alter the timbre or tone color of their voices to indicate whether they are distressed. Lambs that are feeling stressed bleat in a way that is qualitatively different than calm lambs. Bleating in general is associated with a whiny vocal quality.