You probably have another audio input enabled somewhere. Most common is a global video source (like your webcam) which has an 'audio source' box on the right, in the Properties (right click on it in the source list of a scene where it's been added, the properties box will open for the global device). That should be set to 'Disabled'.
If you're using VoIP (Steam voicechat, google hangout, or even -ugh- Skype), you may be getting some loopback from whoever you're speaking to, if their mic is picking up your voice from their end. Less likely though. Much more likely to be an unwanted secondary audio input source.