Well... I suspect lots of us, here on PC, talk to our teddy bears. And probably lots of us hear them cry & talk to us in our heads. So I don't know that there's anything particularly unusual about that. Talking to your teddys (or other stuffies) can even be therapeutic. (Of course, you didn't mention what you're hearing your teddy bears say to you. That would certainly make a difference.)
You wrote that it's scary but comforting. Perhaps the question may be... is it more scary or more comforting. If it's mostly comforting then maybe there isn't anything to be done? However if it's more scary then perhaps the thing to do is to talk this over with whatever mental health professionals you have in your life... psychologist, mental health therapist, etc. Perhaps other PC members will have other thoughts on the subject.