If you look at the shape of s and p orbitals before hybridization, you will notice that -
The s orbital is spherical.
The p orbital is dumbbell-shaped, where the two lobes are proportionate along one axis.
However, when these orbitals of the same atom mix to form hybrid orbitals, the newly formed shape is that of teardrops pointing in opposite directions, with one lobe more prominent than the other.
 

The direction of the hybrid orbital is also along the axis where the p orbital was initially aligned.
What determines the shape change in hybrid orbitals?
In the chapter on Molecular orbital theory, we saw how the orbitals of different atoms interact by adding and subtracting their wave functions to form molecular orbitals.
The same principle applies while forming the hybrid atomic orbitals, but here, the orbitals of the same atom must interact. So, when the central atoms' orbitals add and subtract, it forms a pair of sp hybrid orbitals with a shape quite unlike the parents'.
Now, to understand why the sp hybrid orbitals are shaped differently, let me analogize using everyday associations. We generally believe that - Associations of a similar type reinforce one another. What it means is when ideas, experiences, behaviors, or entities share similar characteristics or qualities, they tend to support, strengthen, or enhance each other's impact or presence. A similar scenario is seen in chemistry as well.
When one s and one p orbital of the same atom combine or add, the resulting orbital is called the sp hybrid orbital associated with a hybridization process. This mixing reflects the wave nature of electrons, which exhibit wave-particle duality (Covered in depth in the chapter Electron wave property, LCAO, and Molecular Orbital Theory). In chemistry, the interaction of these wave functions can be understood as constructive or destructive. Constructive interference occurs when the wave crests align, reinforcing the orbital overlap, while destructive interference happens when a crest meets a trough, diminishing the overlap.

Suppose the orbitals of the same phase (shown with a + sign) add. In that case, their association is strengthening (in-phase or constructive wave interaction), and that is shown as a larger lobe of the sp hybrid orbital, implying larger electron density on that one side of the nucleus compared to the parents' pure s or p orbitals.
Adding the p-orbital with the opposite phase gives the second sp hybrid orbital with most of its electron density on the opposite side of the nucleus from the first hybrid. 
 

This mixing of two atomic orbitals results in the formation of two hybrid orbitals with disproportionate lobes that look like elongated dumbbells or teardrops pointing in opposite directions. These lobes are directional and point in the direction of the bond.  
 
Outcome
Using these two sp hybrid orbitals that contain major electron density, a sigma bond can form on the left and right of the central atom.  
 

This gives a bond angle of 180o, inducing maximum separation between the bonding electrons and resulting in this linear bonding arrangement. An example of such overlap of the hybrid orbitals with the atomic orbital of other atoms like Hydrogen (s-orbital) forming a sigma bond-containing molecule is BeH2.
Depending on the number of s and p-orbitals involved, the other bond angles for central atoms are close to 120o and 109o for trigonal planar and tetrahedral geometry, forming molecules like BH3 and CH4.
Related chapter – Covalent Bonds, Sub-topic – Hybridization, VSEPR)
 
For the detailed mathematical solution to the hybrid orbitals, refer Chemlibretext – the Hybrid Orbitals account for Molecular Shape.
For more understanding on the
Process of hybridization – Refer, Hybridization
Shape of the hybrid orbitals - Refer, VSEPR, part of Organic Chemistry Fundamentals Course.
 
 
