It is odd isn't it, how it feels almost embarrassing when you hear your voice played back to you in a video or other sound recording.

The reason it sounds so different is mainly because you are hearing only what other people hear. Normally you will hear this but also the vibrations that occur within your head when you speak.

Your voicebox is powerful enough to make your flesh and bones vibrate slightly including your eardrum. What you normally hear is an amalgamation of all these sounds.

If you do feel embarrasssed, the thing to remember is that everybody except you always hears you like that! If your voice isn't coming out as you would like, it is possible to find a voice coach, who will help you tune your voice to be more as you would like it.