How can I change the Messages notification sound
A feature called System Integrity Protection, which Apple introduced in El Capitan, prevents you from modifying most system files on your Mac. You can still make changes, but you need to disable System Integrity Protection first. For security reasons, this can only be done from recovery mode.


  
  Reboot your Mac into Recovery Mode by restarting your computer and holding down Command+R until the Apple logo appears on your screen.
  Click Utilities → Terminal.
  In the Terminal window, type in csrutil disable and press Enter.
  Restart your Mac.
  


You will now be able to edit any files you wish! (Just remember, with great power comes great responsibility, or something like that.)

After you've finished making changes, you can turn System Integrity Protection back on, if you want. Just repeat the above steps, except enter csrutil enable (instead of disable) in step 3.