Damn, I do the exact same things. Pretending to be interviewed is fun. Talking aloud to yourself really helps to de-clutter your mind and allows you to view your thoughts from a different perspective (there's just something about verbalising them, as opposed to just musing with your inner monologue, that gives them more/new substance).
I usually pretend I'm a random character When I fantasise. In public I'll either imagine the music on my headphones is a soundtrack to the movie I'm in, or put my phone to my ear and pretend like I'm making a call. Like you alluded to, really helps with creating stories and also with dialogue. Helps that I can do a few accents as well which always keeps things interesting.