Can I attempt an answer?
Imagine the source is moving relative to the medium the waves are produced in, and the waves move with a constant velocity through the medium - as is the case with sound. Imagine the source is approaching you, and it is traveling slower than the speed of the waves. At a certain location, it makes the first pulse of sound. It then moves forward behind the advancing sound wave, and a moment later creates the next pulse of sound.
By "pulse of sound" I don't mean a "beep", but since all sounds are waves, sound waves come with crests and troughs. By the "pulse" I mean the point where the source creates the "crest" of each sound wave. For very low frequency sound waves, you can sometimes feel the crests and troughs of sound waves as vibrations in the ground or floor.
Therefore, as the source is moving forwards towards you, the distance between the "crest" of the first sound wave, and the "crest" of the next sound wave will be shorter than if the source were stationary. Therefore the waves will have shorter wavelength. As the waves move with a constant speed, they will therefore arrive at where you are with a higher frequency.
For someone on the far side of the source, who the source is moving away from, the crests between the waves will be further apart than if the source was stationary. Therefore the waves will have a longer wavelength and a lower frequency.
Note that if you are moving through the medium with the same speed and direction as the source, the waves would sound the same as if you both were stationary. Think about it.
I'm waiting for someone to bring in relativity here, which I've ignored. But for normal events we experience in ordinary life here on earth, this is the situation. Mind you, once you've grasped this, you are ready for Einstein's relativity.
If the source is moving faster than the speed of the waves, at a certain point to the side of the source, the crests of each wave will double up and overlap, creating a huge bang or "sonic boom".