Yes, that is commmunication with your higher self. The more you talk to him the easier it will be to establish the connection.
Most of the time people just blow these things off as imagination or talking to themselves. Don't do it. Unless the voice is telling you to do destructive things or telling you that you should do this or that, then start listening, and acting on what they say. See how much better your life starts going. Avoid a pitfall or two
Congrats!