This was starting to get on my nerves. I really don’t need a fancy sound clip to keep reminding me that I deleted as far as I can go. I always do that, since I’m a bit OCD. This one took me too long to find, mainly becuase of tabs.
Anyway, to disable the sounds, go to Terminal -> Preferences -> Settings (top tab group) -> Advanced (inner tab group), look for the “Bell” group label and uncheck the “Audible Bell” option. Note that this is specific to a particular settings configuration/theme, so if you switch themes the behavior will change.