I sometimes talk to myself when I'm alone, but generally for an actual purpose rather than just like.. randomly chatting or speaking my thought aloud. Saying things out loud is a great way to make yourself remember them, so sometimes I'll do that. I've found that talking through my processes and goals when trying to solve complex problems (math, logic, troubleshooting, whatever) tends to help a lot, so I also do that. Oh, and sometimes when I'm reading and I stumble across a strange word I'll say it out loud to see if I actually know it by sound, which works ~2/3 of the time.
So yeah, only constructive forms of talking to myself, no crazy.