Is it weird when someone talks to HIMSELF? We essentially talk to ourselves all day long, we just do so silently. We may find it weird when someone verbalizes his thoughts but he is just giving a voice to what we all do non-stop. There are many ramifications of this which I won't go into now.
Here is but one from the very special yet not well enough known HaRav HaGaon R' Yisrael Schepansky z"l: