I'll try to answer your question, ReadytoStop and BonnieJean.I agree, it is strange. But can be very powerful.

Here is how it worked in one instance for me a few years ago. T said to picture the ego state we were going to work with (a younger version of me, about 5 yrs old) and I did. He then asked questions about what was going on. Where is she? She is lying in bed. What is she doing? She is crying. Why is she crying? Etc. Then he asked me to draw a circle around her and the bed. So me, the adult self, came into the picture and drew the circle on the ground. I used chalk. Then T asked me to step into the circle with the girl. Then he said to pick her up and I did. She clung to me so tightly--whoosh! T said to take her outside of the circle, but I had already done that. What's happening, what's happening? he asked. (Sometimes the T can get kind of left out because he can't see or hear what's happening. You have to report back to him.) He asked is she saying anything. I reported that when I first picked her up, she said to me, "where have you been?" If you are wondering about the circle, T said it was to contain the bad stuff. When I picked her up I took her outside of the circle, and the bad stuff remained trapped behind. We didn't use a circle every time, but did in that situation.

So, comforting and rescuing a younger self is basically a visualization that takes place in your mind--at least this is how my T and I have done it. Your ego states (e.g. perhaps an inner child) are free to act and say what they want. I have heard that some people like the T to be fairly directive and set the scene more and tell what is happening (like guided imagery), but I prefer fewer details from the T. I just like to let the scene play out and tell him what is happening. He may provide some guidance if I don't know what to do or if it is not going well. Or we may drop it if I can't proceed, as happened last session when I found I could not hug my young adult self. So we backed out and did more talk therapy to get at why and to let me feel some of the painful feelings. Sometimes when we have done this kind of therapy, my T has asked me to withhold my commentary, as he wants to speak more or less directly with the ego state, and I am just the go-between (but we didn't do it that way the first few times).