Do you think I am insane? Sometimes I wonder about that.
Really, why do you think you might be insane?
Sometimes I think I'm talking to myself.
Talking to yourself doesn't mean you're insane, it's just another way of expressing thoughts. The insane version is talking to someone you think is there but you're actually talking to yourself.
Okay. That's good to hear.
Yes, it is always good to think before you speak, especially to yourself. When you're hearing things you didn't think is when you should worry.