Praise be to Allah, and peace and blessings be upon the Messenger of Allah. To proceed:
After death, a person enters the realm of Barzakh, which is an unseen realm. Nothing concerning its conditions may be affirmed or denied except on the basis of evidence from the Qur'an and Sunnah.
It has been authentically established in the hadiths that the deceased speaks in some circumstances, but as a general rule, the living do not hear his speech.
The Prophet ﷺ said concerning the funeral procession when it is carried:
“Everything hears its sound except the human being, and if the human being heard it, he would fall unconscious.” Narrated by al-Bukhari.
It is also established in the hadith of al-Bara' ibn 'Azib that the deceased is punished in his grave and cries out, and that “everything hears him except the two weighty beings,” meaning humans and jinn.
As for the Prophet ﷺ, Allah allowed him to hear something of the punishment of the grave. Zayd ibn Thabit, may Allah be pleased with him, reported that the Prophet ﷺ said:
“Were it not that you would stop burying your dead, I would ask Allah to let you hear some of the punishment of the grave that I hear.” Narrated by Muslim.
He ﷺ also heard the sound of the punishment of some Jews in their graves.
The scholars have mentioned several wisdoms behind the living not hearing the punishment of the grave, including: concealing the condition of the deceased, not disturbing their families, not humiliating them, protecting people from the severity of such sounds, and preserving belief in the punishment of the grave as belief in the unseen rather than something based on direct observation.
Whoever claims that he can hear the dead in their graves, see them, or speak with them should not be believed merely because of his claim. What he sees or hears may be a deception by the devils, who may take the form of the deceased.
Shaykh al-Islam Ibn Taymiyyah, may Allah have mercy on him, mentioned that devils may appear to a person in the form of someone who has died, causing him to think that he is actually the deceased, when in reality it is the devil. Therefore, a Muslim should not affirm such matters of the unseen except on the basis of evidence.
As for the claim that hearing the dead is a sign or an initial stage of attaining sainthood and righteousness, there is no evidence for this.
And Allah تعالى knows best.