Nah. Talking to yourself is good for your thinking processes. For me, it also helps preserve my sanity when I'm alone for long periods of time. Like, as long as you're not having extended dialogues with voices in your head, you're good.
I talk to myself and, I talk to my pillow when I'm lonely. I think it's normal, or it's a harmless coping method. but if you do feel like your going crazy maybe do go to the doctor.