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. Here’s some basic information and opportunity to borrow an a copy for two weeks. 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.
The “Opening the Book” series was originally presented in cooperation with the independent, cross-community Jewish Study Center and with Kol Isha, an open group that for many years pursued 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.