It is in no way abnormal to talk to yourself. some individuals employ this more than others. It tends to occur when an individual spends long periods without contact with others but many of us discipline ourselves by telling ourselves what we should be doing; that is directing our behaviour.
This may be the voice of an authority figure in the past that the individual is now adopting as his own, or it may be the 'sensible' part of the individual advising the weaker part. There is also the situation where, without another person present for long periods, the individual concocts a second voice as a substitute, or speaks aloud as they would were there another person present to converse with.
If you are talking to yourself when you are alone, I think whether it’s normal or not depends on what you are talking about. For example, I think it’s perfectly normal if you are talking to yourself to help yourself concentrate or focus on accomplishing a task. Athletes do it all the time.
In fact, experts says this kind of self-instruction is “actually one of the best tools we have for cognitive control, and it simply works better when said aloud.” If, however, you’re talking to yourself about doing something dangerous or self-destructive, than you should seek mental health counseling.