A large group of people was there to witness it with him. Imagine the awe that swept through the crowd. Imagine the amazed gaze toward heaven and the instant hush and nervous inquisitive whispers that followed. Interestingly the sound that all had heard was attributed either to nature or an angel. We are not told whether anyone besides Jesus actually understood the Father's message.
Different people hear different things at the same time.
It is frequently a matter of conditioning. Often our smug assumption is that God's voice will be unmistakable. When he speaks the earth will shake or trumpets will sound. It will be like a shot in the dark and we will know it. After witnessing a great wind that tore the mountains apart, an earthquake and a fire, he knew the Lord was not in them.