As long as you're overall mentally and emotionally balanced (otherwise sane) then its perfectly fine. May I suggest speaking to this spirit in your mind instead of outward? It won't gain unwanted attention. In order to do this, you need to think of the spirit you wish to talk to and then talk in your head. If you have trouble doing this naturally, another way is to see your words as energy and visualize it traveling to the spirit and settling around their ears or circling their mind.
Sometimes you may find yourself mouthing their words or your own. But if someone looks at you oddly, you can merely claim that you're singing a song to yourself.
As for what the spirit is, its a spirit! Duh! Haha, seriously does it really matter? That's like asking what ethnicity someone is. It makes no difference as to "what" they are, its "who" they are as an individual that matters. If you really want to know more about him/her just ask! It sounds to me that he/she may be your guide(s).
If it only happens at home, then you may have a friendly house spirit, they tend to gain attachment to the owners and protect the home. And when the people move, they move with them. House spirits are usually reclusive and feel safe inside a home around people they know and insecure outside of the home, as well as hide when "strangers" come to visit.