I talk to myself frequently. Rachel catches me doing it and it gives her a good laugh. But I find solace in the fact that David and Paul do it too!
Check this out: David talking to himself -- "Why are you downcast oh my soul?...Hope in God!" (Ps. 42:5-6, 43:5)
And in Romans 6-8, Paul describes his fighting against sin like he's talking to himself --
1. "consider yourself dead to sin and alive to God in Christ" (6:11)
2. "what fruit were you getting from the things of which you are now ashamed? for the end of those things is death." (6:21)
3. "set your minds on the things of the Spirit..." (8:5)
4. "by the spirit but to death the deeds of the body and you will live...the spirit testifies that we are children of God...fellow heirs with Christ...suffering with him, that we may also be glorified with him." (8:13-17)
So how should we talk to ourselves as we are fighting our sin? Here's what I gather from these self-talkers:
1. Look at your sin and see how it can't deliver what it's promising. (i.e. approval, comfort, power, control)
2. Turn to God by the Spirit which testifies that you are a child of God, and heir with Christ, glorified with him. Fill your heart with these gospel promises of who you are in Christ.
3. Repeat steps 1 and 2.