I talk to myself a lot when I'm depressed. It's because I'm trying to go over things in my mind, I feel like nobody else understands how I feel, or I simply need to talk about it and I don't feel like talking to someone else. Just know that you are not crazy if you talk to yourself.
I do that all the time and it help me to understand the line of my thoughts. When I notice that it is negative or what kind of problem I have then I start to fix it. Sometime I just need to hear things so I tell them to me cuz there is no one to do it at the moment. It is normal and everyone talk to them self but they might not notice it. I also talk to myself when am scared to distract my self.
i do as a "substitute" to human contact. people don't listen to me, don't support me... only i KNOW what's happening, my own secrets... i'm talking to myself, i'm there to support myself... i guess it's just a support; if i cant listen to myself, and understand it, who will? not even therapists help me; i have to be the one who knows me. hope that makes sense XD