Hi Katie!
Think there's a whole world here - it depends a bit on what sort of sound (eg bass music vs voices vs high pitched actually travels differently through materials) - so some it's all about density and for others it's about air pockets/vacuums.
As a starting point and with lots of assumptions (ie sound coming from one wall, and noise of neighbours etc) - if you really wanted to fix it, then you'd want to build a slim 'extra' wall in front of the problem wall, something like:
Existing wall > sound insulation foam > sound insulating plasterboard (double skin if you want to go belt and braces)
eg:
https://www.insulationexpress.co.uk...85_csmTqTa-It-FLzz32ZF3iqK-efgPxoC6ZAQAvD_BwE
And include sound insulating glues to avoid sound transmitting through joists etc
Fortunately this isn't a ridiculously expensive build - for an average lounge single wall, maybe £200 all in if you do it yourself or more if you need someone to do it for you...