Some people are thinkers, some aren't. The question is, what is it you're thinking? How bad is it interfering with your life? Nobody would ever do anything innovative or creative without talking to themselves in their heads, so the question for you is, again, what is it you're thinking about?
I do it all of the time. It's funny because I talk to myself ina bristish accent.
Self-talk can be perfectly normal, and can even help you to acknowledge your own feelings. Only if it is incessant or very negative in nature should you worry. You are probably just an active thinker. Just be aware of your thoughts.