We learn through the active manipulation of content in relation to what we already know. You can only learn to tie your shoes if A) you know what shoe laces are and B) by watching an example and then actually performing the task.
This type of learning stimulates what has been defined as “Higher Order” Thinking Skills, or Critical Thinking. It’s the type of thinking people get paid a lot of money to do.
Holding a conversation with yourself is exactly the goal of critical thinking. People who can ask themselves things like, “Is this right, what else do I know like this, how can I apply this knowledge to another subject?” are using critical thinking skills in an introverted manner.