Lots of things to check.
Start with the amp. Unplug the guitar cord from the amp and turn it on. Got noise? It's the amp. No noise?
Turn the amp off and plug the cord in w/o a guitar on the other end of it. Turn the amp on. Got noise? It's the cord. No noise? It's the guitar. Probably a grounding problem from what you've described. What kind of guitar is it?
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