Making echoes is a wonderful experience for children, but it can sometimes be a challenge to find good places to create them, especially since you ideally need a place where you can be really loud! Very large rooms work well; in museums and gyms you can listen for the echoes of your walking feet. Smaller outdoor places, like tunnels, work well, too.
Many times when you yell, you don't hear an echo, but the sound of your voice can change. It can sound louder or softer, depending on where you are or the other noises around you. Try yelling while you are at a noisy beach. How does your voice sound? Also, see how softly you can talk and still be heard, like when you're outdoors on some quiet night.