Why is there ground noise in audio systems? How to solve it?

Ground noise or hum is normally caused by poor wiring between pre amp and main amp, plus any outboard graphic etc, having the earth cables routed to provide a loop.
When you provide a loop, there will be an earth or ground connection between two pieces of equipment more than once, forming the loop.
there is no earth to any of the equipment. That is not only not recommended as it could be dangerous and can give rise to stray noise.
Basic common sense really.
See Ground Loops 101 | Audio Science Review (ASR) Forum
Hi. I'm a beginner to audio. Now, I'm trying to build a 2.1 audio system. I have read that there is noise in audio system. But I don't understand what causes it and how to avoid or solve it. :confused:
Please give me some advice...:D

Any and all electronic circuits produce some noise. The issue is how much.

Modern equipment is actually made to be hooked together. In a home system your best bet is to use the power cords provided with the equipment, use decent quality interconnects (RCA, XLR, etc.) and to stick with basic setup practices. Do that and you'll be fine.

Most of the time, people run into problems when they try to do exotic things like trying to tune up a system with hyper-expensive patch cords or putting in so called "high end" wire. Most of it is no better than the average priced stuff and some of it is worse. Spend the money you save on better speakers... you'll be glad you did.

If you are having a noise problem, we'll need you to describe it to us before we can give you any real advice...
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If you want to be free of ground noise, use only balanced (i.e. XLR) connections between your various pieces of kit. Also check that best practice has been followed in implementing these balanced connections (i.e. no pin1 problems). Using single ended (i.e. RCA) is putting your head in the lion's mouth...

Yet, oddly enough, 95% of home audio gear connects by RCA cables and works just fine.

In fact, XLR connections are rare, confined mostly to high end and pro-audio systems. They're not even an option on most home owner gear.
Sure, 'works just fine' is because most people don't notice ground noise - its primarily ultrasonic. But its pretty much built-in with unbalanced connections (unless either or both end(s) is/are isolated with either battery power or a transformer).

And what is our friend going to do when 90% of consumer equipment doesn't even offer XLR as an option?

Yes it's better ... when it's available.