It honestly depends. If this is you, or a friend, I would suggest to see a doctor to be sure because they are the only ones that can make a professional diagnosis and provide the best advice.
My input would be: either a coping mechanism or hallucinations.
Either way, it's nothing to be ashamed of and the sooner you seek medical advice, the sooner you can get a legitimate answer.
In the scenario that you might speak to yourself is totally fine, if i interpreted this question correctly. Some may think it as absurd, but others think of it as a way to clear your mind, and boost self-esteem. Some people who have lost a family member might talk to them if they were actually there because they long being with them and miss them. As a child, I had a friend, which was actually my brothers who i loved since he was nice and caring. He went overseas during a hard time for me and I had no one to talk to. I would imagine him being there to help me to boost myself.
