I do this too! Maybe it is loneliness. The WORST thing, though, is when you think of something really funny and just start spontaneously laughing out loud. I do this a lot...

The thing is that people say that "talking to yourself" is a symptom of being "crazy." But I cannot imagine how quiet and boring some people's minds must be if they never "talk" (since language plays such an extensive part in thinking) to themselves!