LCD screens with digitizers often make different kind of high-frequency noises when in use, how much can vary from unit to unit and also be related to the exact CPU frequency of the unit (it's not the CPU you hear but there are interference products that can combine to noise of different levels). It's quite common on Palm T3s, for example - and there it can sometimes be reduced by slightly changing the CPU freq. with a 3party sw tool. I can't hear any noise from my T3, but it's because of the frequency - I asked a 20-year (young enough to still have 20-20kHz ears) to listen and she said there was a noticable hiss.

On the N800 there's also some noise coming from the speakers during certain operations, that's either a by-product of the screen noise above (picked up by internal circuitry) or a separate thing, but this is also nothing to worry about.

Oh, that got a bit long.. the short version: It's normal.