All Cathode ray tube TVs make a very high pitched sound when operating but this is usually beyond the range of human hearing. What sometimes happens is that the line output transformer will resonate whilst warming up if it is less than perfect. I wouldn't worry too much, my Hitachi widescreen set has done it from new and it's still working fine at 5+ years old!
The Power-on default volume can usually be set from an option on a menu somewhere. Not all TVs will power up at the same volume as when you switched them off, but rather at an adjustable pre set level - have a check in the instruction book for info.
Neil
July 2004