Voice Messaging allows you to instantly communicate with a contact or group chat. It provides an enriching chat experience, and you can count on it to deliver important and time-sensitive messages. As such, all Voice Messages are downloaded automatically.
To send a Voice Message, simply hold down on the space key of the keyboard. On full touchscreen phones, tap and hold the text entry box.
To cancel sending the Voice Message, press and hold the 
end key before the message finishes uploading.
A really cool and innovative feature of Voice Messaging is that when your Voice Message has been played on the recipient's phone, the microphone icon will turn blue.
After you receive a Voice Message, click the 
play button to listen. Voice Messages play through your phone's speakerphone. To have a message play through your phone's speaker instead, play the audio then press the 
button and select Activate Handset.
The microphone next to the messages that you have not listened to will be green:
The microphone next to the messages that you have listened to will be blue:
Learn how to use Voice Messaging on: Android | iPhone | Windows Phone | Nokia S40 | Nokia S60 | BlackBerry 10
Cheers,
WhatsApp Support Team