I'd start off by checking the EGR nut (the EGR tube connects to the bottom of the EGR via a nut)....it is famous for coming loose and making a "diesel-truck" like sound. If it loosens enough...it can uncouple (mine did this once.)and you should get a check engine light if that happens (provided the light is working). The jet sound might just be that someone removed the airbox elbow inside the left-front (driver side) fender and it could be the pronouced air-flow you hear...or they added a cold-air intake like mine which produces alot of flow noise...hard to say without actually hearing the noise.

Good luck and welcome to the party!