Unable to load new filament FlashForge Adventurer 3
First thing I'd try is making sure the nozzle is hot enough and carefully try to feed the new filament where it will be pushed - sometimes there's melted filament that just isn't hot enough to flow out and the new filament is pushing on it, jamming and making your motor make that sound.  Usually getting it hot to the point where the old filament is practically dripping out before attempting to insert the new filament will work.
If that doesn't work I might let the thing cool, disassemble the nozzle, and remove the jam mechanically (and reassemble it).