It doesn't mean anything. It's just a sound people made up looking at people singing. I don't know how long time ago it started. Someone improve this answer. And please tell when the sound "lalala" started. Nobody knows... probably... There is a song called "Every Move I Make". Starts as "na naa-na nanana, na naa-na nanana..." It is pronounced "la laa-la lalala, la laa-la lalala" or the way it's up there.