Yep, do it all the time, all day long - plus I talk to the cats, the TV (usually because it irritates me) and inanimate objects (thanks, Dad). If I'm doing something complex, I talk myself through it to stay on track. If I mess something up, I chew myself out and if I did good I congratulate me. I also sing...a lot.
When someone has asked me if I'm talking to myself, I usually say "Yes, and I'd appreciate it if you wouldn't interrupt me." I'm also known to say "I just LOVE the sound of my own voice!" (DH cracks up at that one).
You sound normal to me!