You are not doing anything wrong, and it’s neither something strange. The problem is that your desktop/laptop is not enough powerful to play the audio, you should try preview scaling or proxy clips to make your playback smooth.
We are going to need a lot more information from you to find out what’s going on.
What are your computer specifications?
What Operating System are you using?
What version number of Shotcut are you using?
Did you set a Video Mode? Or are you just using “Automatic”?
What are the properties of your source file? Click on Properties, then click your source file. Please share what that screen/panel looks like.
Here is an example.