Sound is waves of air. Different ‘notes’ are the waves moving at different speeds. When those waves line up, it sounds nice because the waves are interfering with each other less. For example, if you take one sound then overlay another where the waves are moving twice as fast, the peaks of the waves will still overlap half the time.
Two notes that sound bad together likewise have waves that *don’t* line up. This means that you need to have at least two notes before you start producing “off-key” noises. No note is inherently good or bad. They just sound better or worse when played together (either right on top of each other or in quick succession). So long as your music is internally consistent in terms of how the waves relate to each other, it will sound nice, even if there’s no way to situate it within a larger musical theory or tradition. People just don’t tend to do that, however, because it’s hard and because music is a social activity. Having your own bespoke system of music theory makes you harder to play with.
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