When you wear headphones for listening to music you hear the music inside your head. Even when you hold the two speakers at the same distance from your ears the music is still heard inside your head. If you hold one speaker further or lower from your head though, it seems the music is still playing inside your head (except when one instrument is heard only on one speaker of the headphones; then that particular sound is heard outside your head, at the place where the speaker is where that particular sound comes from), but in a different part of it, i.e. not in the center. So when are sounds heard inside your head and others outside (for example a knock on the door) yourself (your head)?
It's nice playing with this! Take two loudspeakers (with equal volume), and move them around your head. The sound will travel around, in mysterious ways, in your head, dependent on how you move the speakers. It leaves your head when both spekers are on one side of your head. Try it!