If you wish to record your own message take the following steps:
Click on the ellipsis (…) to the left of your Teams profile photo or initials in the top right of the menu bar.
1. Navigate to Settings.
2. Select Calls and Configure voicemail.
3. Click Record a greeting.
After a few seconds your voicemail will be dialed and a small window will appear with your initials or profile picture.
After a few more seconds the window will maximize.
Click the ellipsis (…) button and then the Keypad to bring up the keypad.
Follow the prompts by clicking the appropriate number on the keypad to listen to your greeting, change your greeting etc