I used to do this to random things I had on my desk, then a rubber duck (that I lost...), and eventually My Little Pony toys - http://pic.twitter.com/sijtDFZh ...turns out that doing a question/reply in my head with a MLP toy with their respective in-show personalities would sometimes help me figure things out.

But I recently adopted a cat, and now my cat is who I talk to when I need to talk a problem over :D http://www.flickr.com/photos/chix0r/8419684010