Take a look at the Choosing your Google number page in their help section. Specifically, have a look at the "Learn more about the difference between the two options" expandable link.
The gist is that unless you have Sprint, choosing to use your mobile number will simply allow you to port your mobile number and turn it into your GVoice number or continue using GVoice Lite. This means you lose your mobile number for your cell plan, which is probably not what you want in most cases.
If you have Sprint then you can choose to have your GVoice number be a copy of your actual mobile number, allowing GVoice communication to essentially appear as though it originated from your mobile phone (among other things, explained more at About Google Voice on Sprint).