Hearing voices when you are of sound mind is called "clairaudiency". I've written a bit about it on the forum and you can look for it using the google function on this site.
Its a perfectly natural gift, and it isn't one to fear.
However, my family for generations has always lived by the warning of NEVER answering when your name is called by a spirit.
Here's a story that happened to my mother, who was tricked into answering. She heard her husband calling her name from the other side of the door. So she answered. The voice continued to call her name, and she thought it was strange, but asked why he wasn't coming in. Then it changed to something deeper...darker. The handle began to rattle and the voice started demanding she open the door. She screamed for her husband (my stepfather), who was outside in the backyard with me. When we ran to see what was going on, she was trembling with fear and could not be consoled. My stepfather searched the entire house for an intruder, but no one could have gained access because my grandmother was out front and we were in the back.
Let's just say she never answered again. And I never do either. My family's reasoning is that it is a way to gain access to our world, by accepting that they are physical and answering them as if they were.
I was never certain about the truth behind the theory, but nothing good has ever come from a family member of mine answering to their name being called.