I haven't heard anyone talk about this before
Probably because PC speakers are now a rarity in most systems, especially after Windows Vista/7 removed driver support for it. You were only left with some third party drivers that could re-enable it, just about every computer had integrated HD audio and the PC speaker only made sense for debugging. I know that back when I managed to get it working I made an AutoHotkey script that would play L'Amour Toujours and the Bad To The Bone riff. Made another one that would play the melody, show a gag notification window, then after closing it it would play it again. Shame that Microsoft screwed over the fun by killing off the old Beep driver.
Not to mention my motherboard is fucky when it comes to supporting the PC speaker, but now at least it makes a happy little chirp once it's done POSTing and as long as I don't touch the motherboard it should remain that way. Might try to get a proper speaker off of Aliexpress and resoldering the plug from the small piezo shitstain I'm using right now to give it some proper beefy beeps.
I guess it's some legacy feature from back when sound was more a roll of the dice on Linux?
No not really, the PC speaker is an extremely basic way of making noise that existed ever since the first IBM PC so it doesn't need any complicated audio drivers to work, which is why GRUB had the option to have a fun custom jingle play once it loaded up. Remember that for a proper audio jingle in GRUB, you'd need to load both the sound file and a rudimentary audio driver stack into the EFI partition which is already tight on available space, and doing all that shit for that extra rice is just pointless. A PC speaker melody on the other hand is super cheap to implement.
so you can make it do the macOS startup sound?
See above, though IIRC there were ways to make the PC speaker play PCM samples akin to how C64's SID chip could do it, but then again, wouldn't be the same. The macOS startup sound is unique to Mac hardware since Apple controls it from top to bottom, so they have their own little implementation of the sound stack where it will play that sound once it finishes booting, and unlike Windows/Linux, this is way lower level, hardcoded in the motherboard. In the Windows/Linux/"x86 IBM-PC compatible" realm you only get that POST beep at that level.
I've never heard of a package manager, and I don't understand why I would need one over just installing executables off the internet.
Try using winget at some point, it's super comfy to be able to install, update and remove software from the command line. And once you delve a bit deeper into it you can make PowerShell scripts to autoinstall shit in batch, so instead of manually looking up all the installers, downloading and running them, winget will automate it for you, and all you have to do is run a single script.
Here's a good example. You have a fresh Windows 11 install. You want to install Firefox. What's more convenient?
a) opening up Edge, going to firefox.com, manually downloading the installer then running it
or
b) Hit Win+R, type wt, hit Enter, type
winget install firefox
and hit Enter again?
The latter is obviously way faster and more convenient. You still have the option to do it the old fashioned way, but do you really want to if there's a better, faster way available to you?
Fun fact: package managers on Linux work more or less the same, they're meant to pull software files from the Internet, extract them into all the right places and add all the necessary configurations to the system. Windows installers do the same, and winget is essentially an automated way of pulling and running those installers. Bit more convoluted and bodgy than on Linux but the end result is the same.
Remember that the terminal is not exclusive to Linux. Windows started off as an overlay for MS-DOS which was a command line OS, and it still has a command line that is incredibly powerful once you wrap your head around it. The difference is that Linux is a CLI OS with GUI elements added on top of it so in the end you will be more reliant on it. Windows NT was built from scratch to be GUI based so for the most part you'll be navigating legacy GUI hell instead of dealing with the command line.