I remember being in my mid twenties, and having just dropped my two young sons off at school, I set off for a walk with our dog.
As I waited to cross the very busy main road, I 'forgot' that the children weren't with me, and did my usual road safety spiel along the lines of, "Make sure there's nothing coming. Check both ways. Right, come on, we can go across now - quickly but don't run", etc.
I felt such a fool, when I realized that I was talking to the dog

That was my first, albeit unintentional, experience of talking to myself.
Nowadays I knowingly do it quite often. As others have said, you get the most sensible answers that way. 