It's not uncommon at all to think or talk to yourself, Dizzy. Where talking to yourself is a cause for concern is when you are having auditory hallucinations. People who experience these will hear "voices" talking to them or commenting on what they are doing. They will quite often talk back to or respond to the voices. This is very different from your own thoughts and responding to them.
You may be experiencing a high level of anxiety which makes you feel like you are "going crazy".