"That sounds interesting" is a common phrase in English. You can use it in a wide variety of situations:

When someone says something interesting, you can use this phrase with an intensifier like "really" or "so":

That sounds so interesting!

You can also use "That sounds interesting" (by itself, without "so" or "really") if a person says something and you just can't think of a good response:

A: I'm a student at the law school.

B: Oh yeah? That sounds interesting.

You can also use this phrase if you want to hear more about an offer or proposal:

A: I think that you'd be a great actor. Would you consider acting in one of my web videos?

B: That sounds interesting. Where do you film them?