Voice Messaging allows you to instantly send recorded messages. All Voice Messages are downloaded automatically to provide the most efficient experience.
To send a Voice Message, simply tap and hold on the Voice Message button. On iPhone, the Voice Message button is a microphone 
icon that replaces the send button on the text input bar.
While recording a Voice Message, you can slide left to cancel instantly.
When your Voice Message has been played on the recipient's phone, the microphone icon will turn blue.
After you receive a Voice Message, tap the 
play button to listen. Hold the phone up to your ear to have the Voice Message play through your phone's receiver, or simply hold the phone away from your head to listen to the Voice Message on speakerphone. When headphones are plugged in, Voice Messages will always play through your headphones.
The microphone next to the Voice Messages that you have not listened to will be green:
The microphone next to the Voice Messages that you have listened to will be blue:
Learn how to use Voice Messaging on: Android | Windows Phone | Nokia S40 | BlackBerry | Nokia S60 | BlackBerry 10
Cheers,
WhatsApp Support Team