Oh yes.
I try to actually
be my character, so I react to NPCs' comments, all kinds of occurrences, getting hit etc. as my character would. I also do things like speculate whether I'll make it to my destination without getting attacked by a dragon, based on how long it's been since the most recent attack.
"It's been over a week, so considering how far I'm in the main quest, I'm probably going to get attacked."
When I'm dungeon-crawling or in combat, I talk to myself or the enemies pretty much all the time.
"Now would be a good time to re-cast Muffle... and probably should switch to my bow."
"That trap could not be any more obvious..."
"You attack me, you die. So leave me alone." (to wolves and other animals)
"You think
you can take
me?"
"Shut up and die already."
"I don't think so!" (one I use very frequently)
The funny part is, I use a mix of two languages: English and Finnish. Sometimes, like when I can't find the words to say something in English, I say that part in Finnish. And vice versa (kind of worrying how often I can't find the right Finnish words despite it being my native language).
My brother says I'm weird because of the talking while playing.
I don't think he really understands the concept of immersing yourself in a game.
Edit: Come to think of it, part of the reason I talk aloud so much is because I've watched tons of Skyrim LPs. Maybe I'm unwittingly emulating those LPers.
I know there are at least two phrases I've picked up from LPs: "potion of not dying" and "dying horribly". I've heard them so many times that they've actually become part of
my "vocabulary".