Some of us do and some of us don't. In every day life we say "I" 99% of the time and in therapy some will always say "I" and some will nearly always talk about "we".

But much like in family systems therapy everybody has parts of self, with or without a dissociative disorder. The difference is really all in the degree of I-ness or not-me-ness between the different parts, and for DID the defining feature is in the current day amnesia.