I broke this off because this is where it gets important.
Continuing the above example, if you compare a half-finished home recording to a commercial CD that has been professionally mixed and mastered, the the commercial CD is likely to be a lot more compressed, and is therefore going to play back at a much higher volume than your record in progress, unless you turn down the CD or turn up your recording.
It is not a fair comparison to listen to two sources unless they are at the same average level. See if this sounds familiar:
Joe Blow records some stuff. Doesn't sound as good as his favorite records, sounds a little dull. He adds some highs. Sounds better, but a little thin. Adds some lows, sounds a little better, but a little hollow. Adds some mids, sounds a little better, but still sounds kind of harsh. He adds some reverb, sounds a little better, but now he notices it's clipping. So he turns down the levels.
Now it sounds a little dull, so he adds some more highs. Better, but a little thin, so he adds some lows...
Repeat until 2am, go to bed, and wake up to find that the "improved" recording sounds like a vortex of shit.
Now replace every instance of "better" above with "louder" and see if you get the idea