Relay makes strange noise
The problem with some sites and sellers is they dont give you the schematic to understand what's inside.  you have many options to share opto power with transistor or separate but both MUST SHARE GND with uC.  The input diode drop protects from -ve input V reversal errors but also reduces voltage drop on R1 from 5V to ~ 3.3V so that 3.3 or 5V logic or open cct will turn OFF and 0V input ( ~&lt;1V) will turn Relay ON using any isolated or shared  5V and gnd.   It is the current thru R1 that controls U1 and Q1 and hence K1. 

Reason for confusion *supplier schematic error

There is 2 levels of isolation between logic input and relay contacts but I have joined pin2-3 to reduce isolation to 1.  But you can power 5V from another isolated supply then the gnd symbol on the left (P1) is NOT THE SAME and the Q1 Gnd symbol and they would be isolated.  NB!! But if done as I have shown, they must be joined.

But beware of shared grounds inducing ground shift noise and power loops radiating noise pulses turning off so use twisted pairs for power and relay contacts.