First, confirm that your headphones are connected to the PHONES output on the side panel of the TD-1 module.
Some headphones - (especially higher quality sets) - may need a very strong headphone amplifier to power them efficiently. The TD-1's headphone output is designed to produce moderate volume levels from most types headphones. Many times, simply trying a different pair of headphones will help, and generally, headphones with an impedance rating from 50 up to about 150 ohms work best with the TD-1.
If you prefer the volume to be higher than what the TD-1's phones output can provide, you can consider getting a separate external mixer or headphone preamplifier to boost the level. Most music retailers will have these available for sale.