You might find this to be an interesting discussion, was posted here the other day on Reddit:https://www.reddit.com/r/todayilearned/comments/10yxihu/til_about_third_man_syndrome_an_unseen_presence/j80m36u?utm_medium=android_app&utm_source=share&context=3

Seems the phenomena of someone speaking to you is not uncommon and could have a neuroscientific explanation.