Yes I do this too. This is an interesting area which I feel should be looked at in more detail... here's why.
It's a well known fact that rehearsing something in your mind is very beneficial to actual performance which is why professional athletes mentally picture the race. But they don't go to a shrink to talk about their mental rehearsals, in fact their coaches tell them to do it. So I'm willing to bet this isn't a problem and is in fact a powerful tool which is highly beneficial to performance.
The first point I'd like to make is in relation how healthy or unhealthy such processes are. I think that there is a very fine line between a correct way of thinking in this regard and the wrong way.
1.) I think that thinking in this manner (either replaying old messages or preparing for new conversations and new situations) can be healthy and fine if your mental state is calm and collected... in other words, if you have some ideal which you have of yourself and you are striving to reach that ideal i.e. self improvement.
2.) Then there's the unhealthy way of thinking in such manner. Once again, you are thinking about what you should say, why you should say it, how you should say it, however, this becomes a problem when as someone pointed out, your thought process goes out of control in a negative direction whereby you start blaming yourself for it and causing a depressed state.
I would like to elaborate on these two points a bit more so they are as unambiguous as possible. The problem with point 2 is not that you are thinking negatively about yourself, this may in fact simply be objectivity i.e. you are objectively assessing areas which need improvement. What is happening on the other hand is that you are effectively making yourself feel progressively worse and these feelings spiral out of control. So in other words, I think that the initial stages of self analysis are fine, but it's some masochistic nature that might drive us to turn something bad into something terrible. This is I think the main point of distinction.
Another point I'd like to make is that everyone is at different levels. i.e. Intellectually, every one of us is capable of certain things while others are not. I honestly believe that every single human being on the planet (apart from the obviously physically challenged) are capable of being as smart or dumb as anyone you care to think of. It's all a matter of conditioning, training or lack their of. Perhaps a slightly idealistic view but it's important to establish to better understand the point I'm about to make.
I feel that some people are constantly seeking to improve themselves. They are constantly reading, learning etc. Other people may be in the same boat however they are either going about it completely the wrong way or perhaps their drive for self improvement is simply weaker. This gets back to point 1.) i.e. it's fine to self analyse as long as you don't feel bad about it. I think that Generalised Anxiety Disorder or Social AD and depression and on the other side of the spectrum of delusional individuals (I'm sure each one of us has at least once met someone like this) is simply a way of saying that an individual blows things out of proportion and like with most us, we descend into a feeling of depression as a result of our thoughts ASSOCIATED with social situations. In other words, I think depression is really the feeling we are trying to avoid, but it's brought about by social settings. i.e. I think that the anxiety may be a midpoint between normalcy and the end state of depression.
Anyway, enough of my speculation, let's get to the point I've been meaning to make.
Once again, I want to remind you of my view of peoples differing levels of a self improvement mind set. Taking this into consideration, I want to end by saying that generalised anxiety disorder is simply a condition which is brought about by laziness. Before you totally discard I want you to think about it for a second. I don't mean generalised laziness. There are things that every one of us loves to do. I'm talking about laziness in a particular area of our individual lives which are very important. I haven't thought about this deeper than this so I can't come up with good examples which would illustrate my point but off the top of my head, an example might be a laziness to learn about what the difference between friends, relatives, colleagues and strangers is. I hope you take a minute to really think about what I just said. A lack of understanding of this concept (and I don't mean simply being able to describe what each one of those is... I mean to really reflect on those words and realise what they mean to you). I think with that with most people with social anxiety, it's a lot easier to perform in front of people we know (although we might still be very uncomfortable doing certain things in front of even parents) however, the point is, I think this is down to a lack of a proper understanding of who those people are.
People have wild imaginations and I think that when you have depression or anxiety disorder coupled to living in a society which is generally very negative, it's easy to start to view situations in a negative and depressed way. The only this is, this all becomes a problem and chronic because we learn to constantly think in these ways. This is why CBT works. It's a way to reflect and educate yourself about situations and reverse the automatic negative thinking one might have about certain situations.
So I'm not trying to say that you should all run out and get CBT, what I'm saying is that I think it's simply the way society is built. I think that it's human nature and I think it's laziness which are the key. If we address the issue of laziness, suddenly we no longer have any excuses such as, (but they'll laugh at me, or people think I'm an idiot, or people think I'm ugly or whatever) and I think that if we actually get off our arses and do something that's when our social anxieties will be lifted.
I know from personal experience that as soon as I start to get a sense of what I want in life and from life and start doing something, learning something, that's when I start to feel new energy and my anxiety goes away. I am still seriously affected by it but I think I'm on the right track to recovering form it. I think it really is all down to just getting out there and striving for your dreams. I think that what so many songs talk about "do what you want to" and stuff like that, there's a reason for it. The people delivering the message probably lived thorugh similar experiences and achieved their goals and dreams and overcame a lot of their problems by working at those dreams. I think social anxiety is another way of saying I'm a coward and I'm afraid to say what I think. It's a way of saying I want to be liked by everyone, I want to the world to be a perfect place so ironically, even though we are all depressed as a result of our social anxiety, we are in fact all delusional and overly optimistic and want the world to be a perfect place which it can never be.
That's my 2c.
Get out there and do it! Learn, make mistakes and learn from those mistakes and did I mention learn? I think the adage of "knowledge is power" rings true in this situation perfectly.
P.S. The masochistic nature which I referred to, can be summed up in light of later ideas as being that laziness... think about it.
P.P.S. As I re read my post

, I see lots of mistakes and things that were said ineloquently, I know I can write properly but I was not able to concentrate enough to write properly straight away. This is why people go over things over and over again. They are to lazy to do something properly the first time. That's what we need to learn to do. People who soar to great heights aren't any smarter, they are just very disciplined.