Do you already have a hamster?
If so, which breed did you get?
They are different according to their breed, so maybe I can help if you can give me a little more info.
It's important to get your hamster used to being handled first and then they enjoy being held. Start by feeding your hamster treats; once she's comfortable accepting treats from your hand, you can gently and securely pick her up. Hold her for a short time at first, and then gradually increase your time. They can become very sociable with their human if gently introduced to handling. It takes some time and patience for this to come along.
You probably have either a Syrian or Siberian hamster. The vocalizations are their communication. I usually get a squeal or two when I trim nails for them. It can be a range of emotion associated with them though, not always fright. You'll learn her as your bond develops.