Yup. All the time. I've even reached the point of not being bothered by others noticing it.
In a way, I think I do it for the same reasons that we dream. Dreaming is a way for the mind to "work things out" during sleep. I work things out by talking them over, either with myself, or with somebody else I imagine being there. Usually it's somebody I actually know.
And some people say we have no imagination. 
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I'm not likely to be around much longer. As before when I first signed up here years ago, I'm finding that after a long hiatus, and after only a few days back on here, I'm spending way too much time here again already. So I'm requesting my account be locked, banned or whatever. It's just time. Until then, well, I dunno...