What you're referring to is known as articulation. The production of sounds for speech require us to place our tongue in various places in our mouth, as well as opening, closing, or constricting our lips and other parts of the air tract.
I actually tell me students just the opposite - they want to whisper words under their breath when learning pronunciation, and I constantly tell them to speak them at normal volume. They're afraid to speak up because they may make a mistake. I point out that mistakes are part of the process and a necessary factor of improvement.
This allows you to correctly articulate the sounds - if you whisper, you can mimic the sounds without necessarily articulating correctly. At full volume, when you make a mistake it's easily identifiable.
