The sound from a wind chime is quite unique. It produces a "pinging" sound as it collides with other tubes in the wind. The reason for this sound and not a dull "thud" sound is due to its construction.
Being suspended on string, the tubes are allowed to vibrate freely, providing a long sustained sound. The tube's hollow structure amplifies this sound, and the length of the tube changes the frequency and pitch as longer tubes create deeper sounds (lower vibrations per second).
Most wind chimes consist of tubes made of various materials, and each type of material provides different characteristics of sound. High density materials such as metal and glass will provide a clean "ting" sound unlike low density materials such as wood and plastic that create a hollow "ticking" sound.
Finally the weight of the tubes effects how long the sound will sustain for. Heavier tubes create a longer sustained note as they can hold more energy when struck and therefore can provide many more vibrations than lighter tubes when this kinetic energy is converted into sound energy.