I definitely talk to my cat on a regular basis. It can be comforting sometimes to talk to animal, in the sense that there is no judgment there. Hopefully that does not sound too crazy I feel like she can understand me sometimes. I mean, she responds to her name, my name, and other questions that she is sometimes asked (in the form of meowing, etc.). So I don't think that it would be too far of a stretch to imagine that she has some level of understanding of what I say - or can at least sense the feelings behind it (she always sits with me when I am upset or crying). I think animals are capable of a lot more than some people believe.
I think that people who talk to their pets are often deemed as a little bit nutty - but I don't think that's really the case. Although, I am probably a little bit biased.