First it depends your headset/mic. Some mics have default features that you hear yourself to gauge how low or high you are talking - like my Astro A40 TR headset.
But it this feature isn't hard locked, check your sound settings, the little speaker icon on the bottom right of your taskbar. From there select the current device that is currently being used under the Playback tab, from there right click it and choose Properties, then go to the Levels tab, find Line-In or MIC or anything that isn't the Speakers and lower or mute it all the way.
Again this only helps if your headset isn't already set to double back the audio through the MIC.
Hope this helps.