Serious props to Overwatch’s sound team for giving each character’s footsteps a distinct sound. No doubt people are going to memorize what they sound like and learn to tell them apart. If you want to learn this yourself then here is an excellent YouTube video showing off all the sounds.
As you can see, some characters have very distinct sounds (such as Mcree’s spurs) that can be used to very quickly identify who is near. As a side note, you can also crouch to reduce the noise your footsteps make.
I imagine this will be very useful for Widowmaker as she spends a lot of time zoomed in. She will be able to hear approaching attackers and not only know where they are but who they are. This allows her to formulate her escape/fight plan a lot faster.