I'm Just Talking to Myself

I have no idea where they got this, but recently the boys have been stating that they're talking to themselves.  They'll start talking about something, and then say, "Mommy, Daddy, I'm just talking to myself."  OK, sillies.

An example that occurred last night (while it was raining out):

Owen: "It's thunder and lightning outside."
Jack: "No it's not.  It's just rain, and grass, and patio, and trees.  Not thunder and lightning. (pause) I'm just talking to myself, Mommy."

Twins?