Guys, we get it. They could have asked someone else.

If you have something to say based on historical records about people's reactions to hearing their voices recorded, please feel free to give OP an answer. If you don't, please refrain from commenting because your comment will probably end up deleted anyway.

Hopefully I'm not side tracking too much for this sub, but your question presents a bit of a trick because early sound recordings in fact sounded very little like the speaker in terms of reproducing their vocalizations with any accuracy.

Fidelity, in terms of frequency response, signal-to-noise ratio, and aural accuracy were sorely lacking in early reproduction mediums.

The earliest known (and surviving) sound recording of the human voice available for play back is Au Clair de la Lune, recorded by Édouard-Léon Scott de Martinville using his invention, the "phonautograph" in 1860. You will notice that the voice and ambient sound are plagued with distortion and, to the observer, sound "weird".

Other early recording mediums were also severely lacking in their attempts to reproduce full spectrum frequency response in relation to human hearing, often making the human voice sound shrill and "high pitched" through their inability to reproduce low frequencies (bass).

So, in short, a recording of your voice truly didn't sound much like your in-person speaking voice at all until the art and science of sound reproduction really got "rolling", if you'll excuse the pun.

Edit: More listening available here for any of those interested.

Here's one historical anecdote by famous opera singer Adelina Patti--

"The release of her records was accompanied by advertisements in 200 British newspapers; record shops announced "Patti is singing here today" (Gelatt: 86). This quotation represents a dramatic shift in how we listen in relation to these recordings. In 1906 the recording was considered to be a true representation of a famed voice, the voice of the latter part of the nineteenth century, and people wanted a part of it for themselves. Patti herself, according to Landon Ronald, who accompanied her recording sessions, recognised the truly representational quality of the recordings:

She had never heard her own voice, and when the little trumpet gave forth the beautiful tones, she went into ecstasies! She threw kisses into the trumpet and kept on saying ‘Ah! Mon Dieu! maintenant je comprends pourquoi je suis Patti! Oh, oui! Quelle voix! Quelle artiste! Je comprends tout!’ [‘Ah! My Lord! now I understand why I am Patti! Oh, yes! What a voice! What an artist! I understand all!’] (Ronald quoted in Cone 1993: 103-104)."

http://www.zainea.com/patti.htm

To contrast, here's Maria Callas' reaction, via Wikipedia, but the source is a primary one-- an interview that's available on YouTube.

Yes, but I don't like it. I have to do it, but I don't like it at all because I don't like the kind of voice I have. I really hate listening to myself! The first time I listened to a recording of my singing was when we were recording San Giovanni Battista by Stradella in a church in Perugia in 1949. They made me listen to the tape and I cried my eyes out. I wanted to stop everything, to give up singing... Also now even though I don't like my voice, I've become able to accept it and to be detached and objective about it so I can say, "Oh, that was really well sung," or "It was nearly perfect."

https://www.youtube.com/watch?v=wCyVOGIMNVU

I know it's not perfect, but I didn't see any more relevant answer so far.