my s.o. has been doing this since early childhood, it's second nature for her. It's amazing to me that she can do it so easily and I notice that she can plan and analyze things much better, it's like she's having a scrumm meeting with herself. If I try to do it, it's less spontaneous. I wish I could learn it.
Pretend there's someone listening who is both unconditionally neutral about and unconditionally interested in everything you say.
The idea is not to conceptualize an imaginary person, but to lower the hesitancy of "but there's noone there". Trying it in an empty house may be helpful.
I found myself pacing after a mildly stressful event a few years ago, and the practice stuck as a way to help myself wind down. I'm not actually sure when I started talking to myself too, I think it was around that point. I do both on a virtually daily basis, it's how I figure many things out.