Plaster, which is usually backed with lathe, literally a wall of thin wood slats that the plaster adheres to, which is why your stud finder is going crazy. What you’re hearing is plaster and lathe cracking off, which isn’t that big of a deal.

You’ll probably need to use a drill and find some screws that work well with plaster. I’d check with a hardware store, they’ll know exactly what you need.

Plaster is notoriously hard to break through. Honestly if you don’t want to deal with it, command strips are a much better option and tend to work better with plaster than on drywall even (since it can’t peel the paper off the drywall).