In most accents, “call” has an open-O, and “coal” has a closed-O. The “closed-O” is similar to the Spanish diphthong “ou” (which is extremely infrequent in Spanish, but you know what I mean). Many accents (especially American) will drop the “u” before a final L, so it just sounds like “o” in Spanish. This will sound similar to the open-O in “call”, since Spanish doesn’t distinguish open and closed O, they will sound similar to you. Note that many American accents do not pronounce “call” with an open-O, but actually use the same vowel as in “father”. In any event, “call” and “coal” do not *really* sound similar in any American accents. In fact, “coal” sounds closer to “cull” than to “call” in American English (although still distinct). The vowel in “coal” should be much more rounded (labialized) than the vowel in “cull”. For “call”, the mouth should be more open than for the other two words, and the tongue should be relaxed and flat, out of the way of the airflow.

To follow up on Jonathan’s response - as an Australian, call will rhyme with shawl and coal rhymes with mole. :) they’re differentiated vowel sounds in most English dialects.

People answered your question, but I wanted to add some things. In the United States, they should sound different, but it certain accents they could sound similar as well. It's also worth noting that it may take a while to hear the difference when you hear them in movies or television shows; it's normal, it takes time to understand the different sounds.

In the US, they will sound quite different. Call rhymes with ball, and coal rhymes with goal. But in some UK or Australian accents, they could have a much more similar sound than they would in the US.

Here’s a sound snippet of the two pronunciations (U.S. pronunciation) The first is “call” the second is “coal”