When you hear a recording of yourself sing or talk, for example, you usually hear your own voice in a bizarre new way. The reason for this is that the sound itself travels as a series of vibrations through the air. These sound waves then reach your ears and make your ear drums vibrate.
Your vibrating ear drums then set a number of miniature bones to vibrate as well. They are called the hammer, the anvil and the stirrup. When these bones begin to vibrate they transfer the vibrations into nerve signals which are then sent up to the brain. The brain registers and perceives these signals as sound.
The reason why you hear your voice sound completely different when recorded is actually because you can hear it in two different ways.
The first way is by hearing your voice coming out of your mouth by registering the sound waves that travel through the air and hitting your ear drums which is essentially how other people hear you. The second way is when your vocal cords vibrate thus sending the signal through your skull. When that same signal reaches your ear drums it makes them vibrate but as those vibrations travel through your skull they tend to spread out. The notes become lower and the frequencies drop. This is why you hear a lower voice when you speak but when you listen to a recording of yours you register a voice that sounds a lot higher.