How often do you speak your more intimate thoughts aloud to an empty room? Probably not often, but writers use this little trick all the time. And frankly, it's bad writing. Don't do this, I beg of you. Many people do not have conversations with themselves aloud, so I don't know why so many authors are making their characters do it.
Disclaimer
Don't get me wrong. I have talked to myself. Catch me in a store during the Christmas season, and you may even see me having a rather animated talk with myself. But rarely do I ever stand in the middle of a room and pour my heart out to the walls. When I'm talking to myself, it's much more "didn't I buy that last year?" and "Well, if I knew what her size was..." It's not "I always wanted Ronnie to love me. I don't understand why he doesn't. Maybe it's because I talk to myself so much." See the difference?