Yes they do. I made mine when I was 7 and pulled them back from out of the folder 11 more years later, I was enticed to draw them without hesitation. I found out that sometimes hearing them and mimicking them tend to give you a better idea.
One comic I am doing is legitimate proof of this, so I am a complete believer of this mental relationship between an artist and their character(s).
Actually, yes. A lot, in fact. Though in fact is more like me impersonating them, throwing their one liners, random stuff mostly. At random times, worth to add. Given how characters do I have (consequence of having own universe) and that most of them are fairly well developed such talks are pretty efficient way of enhancing their personality. It also helps to imagine how each character would react to certain situations. There are times when it is not so much about talking but more subtle reactions... And in case of some of my characters it varies from cute to downright creepy - yet it helps. Many of my characters would never be created if not for such talking - they developed gradually from simple ideas, often single phrases even. And so random fleet commander of certain race became renowned admiral with exotic accent and even more exotic customs, with royal upbringing in world where it does not really matter (not in the big picture, at least). I could sit here, showing examples for hours, really.
I don't really hear them talking to me, but I can picture what they're doing and saying in situations. Sometimes I even ponder what they would do in my place during certain things. I have them interact with each other as well.
I speak to mine alot, even the villains, but your PC are always gonna be part of you, and if you have lost a part of you, then you will feel more empty and maybe think that your characters might not want to talk like you don't want to?
My two characters are actually extensions of myself, and there's a lot of communication between them and myself. This probably has a lot to do with the search for self-actualization, and my interest in the human condition. I literally talk to my work and to myself quite a bit while sitting at my drafting table.
In contrast to you, it was two traumatic life events that pushed me this deep into these characters. It's been a great therapeutic exorcise for me. Had I not gone through it, I probably wouldn't be taking my gallery project to this extreme. In a strange way, I'm quite grateful for it. I've learned a lot.
Yes and no. XD Each or most of my characters are in their own little 'world' of my mind though they can interact and some are in the same 'world'. None of them are really 'set' inside that 'world', one can go into another's but I usually don't think of them making any reference to the other 'worlds'. I don't really 'talk' to them or vice versa, but the majority of my characters represent a part of me so it's more as I talk through them. I talk to my Gecko, dog, goats, fish, myself and wall though. XD
When I drew Anubis for the first time...I had a series of astral projections for 3 days. (considering I found the character by chance on the internet AFTER having quit sneering for 3 years and then seeing my mentality represented in his picture and what he represents) I felt like I was being watched by the spirit world as I drew it. My drawing would walk around the house and do things with the other people in it behind closed doors. I felt like I had many souls... I might tell you about the astral projections later.