Heavy mass walls will keep all but the lowest noises from entering the room from outside, but it will also prevent the energy from your speakers or instruments

Heavy mass walls will keep all but the lowest noises from entering the room from outside, but it will also prevent the energy from your speakers or instruments from leaving the room, causing the room to ring at various modal frequencies. You can absorb high-end and most mid-range frequencies using broadband absorbers on the wall and ceiling, but they're ineffective at capturing low-end. Treating the low end requires a different strategy. The most effective solution for absorbing low-end in the room will be limp-mass membrane absorbers that are tuned to the lowest room modes. They'll be up to 18" thick, but they are by far the most efficient way to keep the low-end from ringing inside of your room.