JJH,
I do believe I would listen, unless they are saying very ugly things and seem malicious toward you or one another.
What are the voices saying? Have you written it down word for word and actually tried to piece different conversations together out of separate incidents? Looked for themes or topics that reappear?
Could be your subconscious trying to tell you something. Might be third party. Hard to say without more detail.
ON A SIDE NOTE: If you haven't had any paranormal experiences in the past, be aware that hearing voices is a sign of schizophrenia ... I'm not trying to stick a diagnosis on you or frighten you, but you might want to keep that in the back of your mind. Usually though, schizophrenia causes a sensation of hearing voices outside yourself, so the fact that they feel more inside is somewhat reassuring.