At Sinai, when the Holy One gave the Torah to Israel, He manifested marvels upon marvels for Israel with His voice. How so? As the Holy One spoke, the voice reverberated through the world. At first Israel heard the voice coming to them from the south , so they ran to the south to meet the voice there. It shifted to the north, so they ran to the north. Then it shifted to the east, so they ran to the east; but from the east it shifted to the west, so they ran to the west. Next it shifted to heaven. But when they raised their eyes toward heaven, it seemed to rise out of the earth. Hence Israel asked one another, “But wisdom, where shall it be found? And where is the place of understanding?” (Job 28:12)
“And all the people perceived the thunderings” [roim ha-kolot] (Exod. 20:15). Since there was only one voice, why “thunderings” in the plural? Because God’s voice mutated into seven voices, and the seven voices into seventy languages, so that all the nations might hear it. 
—Sefer Ha-Aggadah (English trans., p. 81)*
 When facing east, the south is on the right side, the side where the Torah was given. Hence the commentator begins with the south.
 The Torah is intended for all nations — it is not to remain Israel’s sole prerogative. Exod. R. 5:9; Tanhuma B, Shemot 22.
Sefer Ha-Aggadah contains many more midrashim about the giving of the Torah. The section about revelation at Sinai is NOT part of the preview available through Google Books, but you can get a sense of the vastness of the offerings in this volume by checking it out there. Here’s another link to more information on this resource. (Used copies run about $50 — you won’t regret the purchase, although this hefty, oversize volume does require some sturdy space.)
See also “Something to Notice,” which includes a link to a related visual midrash.
Click on the “WeeklyTorah” tag for more resources on the weekly portion throughout the year, or on a portion name for parashah-specific notes. (The series began with Numbers; posts for Genesis, Exodus and Leviticus are being drafted, week-by-week.) You can also zero-in on particular types of “Opening the Book” posts by clicking Language and Translation, Something to Notice, a Path to Follow, or Great Source in the tag cloud.
The “Opening the Book” series is presented in cooperation with the independent, cross-community Jewish Study Center and with Kol Isha, an open group pursuing spirituality from a woman’s perspective at Temple Micah (Reform). “A Song Every Day” is an independent blog, however, and all views, mistakes, etc. are the author’s.