I do this too. Speaking is a little bit like writing, in that having to articulate your thoughts can help you to clarify them. I also tend to remember things better if I've talked about them, even if only to myself. This was also a way to keep myself sane when I had to intern at a company and worked all by myself and had no one to talk to. But it gets weird when I get into arguments with myself. It is a kind of self-therapy as you said and I don't believe anyone that does this is deemed crazy unless you actually mumble out loud in public places haha.