I think everyone has conversations in their head. I asked someone about it once thinking I was SA special and they said everyone did!
I never used to talk out loud but I was recently in a shop and realised I was having a running commentary out loud with myself about what I needed..like..'oh yes I think I'll finally get a pizza pan..' or ''mm that's a really good knife..'. I was pottering around the shop for ages and looked up and a woman was looking at me with a bemused expression..actually it was an amused expression. The way you'd look at a bag lady or something.
I didn't feel that bad about it - I just thought it was funny. And the pizza pan is really good....