I talk to myself all the time, though it's usually in my head. I act out past conversations, ones I've never had, ones I want to have, the whole bit. This is actually one of my non-maddening habits and I think it impacts whatever my biggest issues are at the moment. Like, if I am doing well, then my conversations with myself are positive. If I'm in basket case mode, sometimes these conversations make it worse and I have to remind myself that it's not real and to knock it off - after I blow off a little steam telling off people that aren't there.
Still, I think it's more helpful than not.