I always talk to my pets, and when I had horses, or other livestock; I talked to them also. Even if they don't understand you (and I am not so sure that they don't understand), they are great listeners, and will always seem to be paying attention, and hanging on your every word.
Sometimes, we just need to say things out loud to some other entity; but not everything is appropriate to just discuss, even with friends or family. and you never know what secret might come back to haunt you. However, the family dog (or cat) is always known for their ability to keep all of your secrets, and not judge you for anything that you talk to them about.
And just because my dog is always there, it is easy to talk to him, and Chipper seems to actually understand about everything i say to him, and even most of what i am thinking.