They are absolutely right, you should see a doctor. However, just in case you are like me and for whatever reason that is not a possibility for you, here is what I think..

Have you taken the quiz for schizophrenia? Its on this website under quizzes. It may be a good place to start.
other possibilities include boredom, early dementia ADHD or it could even be a paranormal or spiritual cause.

I am NOT a mental health professional. This is NOT a diagnosis, just my personal opinion.

If it makes you feel any better, i talk and sing to myself when i am alone. i've also been known to carry on entire conversations with myself in my head while in public and at work. Sometimes ill even slip up and say something out loud that sounds completely random. Ive even caught myself silently moving my lips without realizing it. I think i do it to entertain myself when i am bored.