When you first start ordering's Alexa around, you might feel like something's missing. At least, I did. Accustomed to the short confirmation tones of Siri and Google Now, the lack of a beep after saying "Alexa" felt lonely.
Problem is, if you yell for Alexa from across the house or spew a command when she's out of sight, there's no way of knowing if she's listening.
To fix this, head to the Echo app (Web interface) on your phone, tablet, or computer, and go to Settings > [Your name]'s Echo > Sounds. Enable Wake up sound, and you're set. You also have the option to enable the End of request sound.
Now, whenever you say "Alexa," you'll here a soft tone confirming she's awake and ready for your command.