Not at all.
A conversation with yourself is the ultimate in self-centered-ness. It’s a monologue where you’re the only one on stage. The spot light is on you, You, YOU.
A conversation with God is the ultimate in radical openness to the Supreme Being. It’s a dialogue with the One who is truly at the Center of the Universe, yet who loves you more than you can possibly imagine.
In prayer, God speaks as He wills. Sometimes, you’ll go to Him sad or feeling weak and He will console you and give you strength. But other times, you’ll go to Him hoping for a hug or a pat on the back, only to have Him hand you an assignment.
That’s part of why prayer … real prayer … is so challenging. It only happens when you open yourself totally to the will of God.
Catholic Catechism section (2729-2733) and other references:
http://www.catholiccrossreference.com/catechism/#!/search/2729-2733
polination.blog 
An amazing story of the power of faith in Jesus!
http://www.godvine.com/A-Father-Tried-to-Murder-His-Baby-in-an-Unthinkable-Way-That-Baby-Grew-Up-to-Do-Something-Amazing–4208.html
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