In case you should having problem adjusting your own audio volume (your monitor volume) and the volume control does not work it could be that hardware monitoring is enabled on your device.
Some audio devices will automatically play back any input they receive. This is called Direct Monitoring, Hardware Monitoring or Zero Latency Monitoring.
If this option is enabled on your audio interface, you will always hear any input you send to your interface (e.g. the instrument you connected to your interface) and adjusting volume for your signal will not work.
Open the settings dialog of your hardware
Click on the "Advanced Setting" Button in the Sound Setting section of your session. Alternatively, you can start the software that the manufacturer of your soundcard or audio interface has provided you with.
Deactivate Direct Monitoring
In the settings dialogue of your soundcard or audio interface you will find either a mixer panel showing you all channels of your audio interface or a checkbox to enable or disable Direct Monitoring.
In case of a Mixer Panel, make sure to identify the right channel (this is the channel that your instrument or the microphone is plugged in, for which you want to disable Direct Monitoring). Reduce the gain of that channel or completely mute this channel.
In case of a Checkbox, disable all Direct Monitoring on your soundcard or audio interface.
Disabling Direct Monitoring will not affect that you audio is transmitted to the other participants of your session. Also, you will still be able to play back the respective channel via sofasession, by adjusting the volume slider in the session under your picture, which is called Software Monitoring.
Unfortunately some devices do not let you disable direct monitoring. (eg. the "Zoom H2") If that's the case you can still use sofasession, just mute you own channel when you are in a session by adjusting the volume slider in the session under your picture to zero. This avoids any distraction in case the sofasession signal and the direct monitoring signal differ slightly.