One thing that I remember always puzzling me as a kid was why my voice sounded different to me when played back on a recording device than when I spoke, but everyone else's voices sounded pretty much the same. While I am sure there are likely other factors to this auditory dichotomy, while studying for my physiology exam I realised I had one of the reasons in front of me. I also decided it was interesting enough to share.
In order to transfer sound waves from the air to the liquid inside the cochlea (the inner ear structure which actually contains the nerve cells of the auditory system), there is a rather interesting structure called the middle ear. The primary components of the middle ear are the tympanic membrane (commonly called the ear drum), which vibrates in response to sound, and the three smallest bones in the human body. These bones are collectively called the ossicles, and individually are (in order from outside to inside) the malleus, incus, and stapes. The ossicles form a chain linking the tympanic membrane to the cochlea, thereby transferring vibrations from the air to the liquid inside. Due to the physical limitations of the middle ear, not all frequencies of sound are transferred equally. There is an upper frequency limit bounded by the mass of the ossicles (they can only vibrate so fast) and a lower frequency limit bounded by the stiffness of the system (as an interesting aside, one of the main reasons smaller creatures like cats and mice can hear higher frequencies than humans is because they have smaller and lighter ossicles than we do).
In addition to the membrane and the bones, there is also a pair of muscles: the tensor tympani which attaches to the malleus, and the stapedius which attaches to the stapes. These muscles can contract and increase the stiffness of the system, thereby reducing overall sound transmission and protecting the inner ear from possible damage due to loud noises (this only works effectively, however, on either loud noises which are expected or long-term noise due to the time latency of the muscle reflex). Increasing the stiffness of the system, however, does not reduce the level of sound transmission equally across all frequencies. Since this protective muscular reflex engages in an individual person when he talks, a person consistently has different frequency transmission properties when he speaks versus listening to an auditory playback of his own voice.
Now it is time to get back to studying.