If you're using an iPhone, you can change your notification sound for Instagram by going to your device's settings. To do this, open the Settings app and scroll down to the Sounds section. Here, you'll see a list of all the apps on your phone that can generate notifications. Find Instagram in this list and tap it. On the next screen, you'll be able to choose from a variety of different sounds for your Instagram notifications. Just select the one you want and exit out of the Settings app when you're done.
If you're using an Android phone, things are a bit different. You'll still need to go into your phone's settings to change the notification sound for Instagram, but instead of finding a Sounds section, you'll need to look for the Apps & Notifications section (which may be located in a different place depending on your device). Once you've found it, scroll down until you see Instagram in the list of apps. Tap it and then select Notifications. On the next screen, tap Sound, and then select the desired notification sound from the list that appears.