Is it just yourself, or can other people hear it too?
When you listen to your own voice while you are speaking or singing, you are not only hearing what is being projected; you are also hearing the internal resonances of your skull and, arguably, your entire body. You are also NOT hearing a lot of the frequency attenuation that results from projecting your voice through your nasal cavities. So you think you sound bassier and less nasal than others do, and you would both be right.
Add to that, then, the vagaries of various microphones and their patterns and proximity effects, preamps, a/d convertors, the medium, d/a convertors, the cables, the amp, the speakers, and the room, all which color the sound in one way or another, and it's easy to see why you sound "different" on a recording.