I was first introduced to this idea back when I was in high school, via a "bonus chapter" in a comic book, where the author inserted herself as a journalist and interviewed her characters just as if they'd been actors in a movie. It was a lot of fun, and I got to see how the characters would act in new situations, which is always fun.
When I got into college, my second creative writing professor assigned us a similar exercise - to write out a journal or diary entry written by one of our characters. I thought it was helpful, but easily manipulated (because the character isn't actually interacting with anyone). Still, it was very telling, and I enjoyed it, but since then I've been thinking about character interviews, since that's basically how I get to know new characters. I ask them questions and see what they're willing to answer and what they're not.
Me: So, what happened with your date with Will?
Dana: None of your business.
Me: So nothing happened? Did you even go?
Dana: Of course I went! Do you think I'm an idiot?
Me: Sometimes. How did it go?
Dana: There's this thing called privacy. You should read up on it.
Me: If I don't know what happened, then I'll assume it didn't.
Dana: . . .
Me: Because, you know, if nothing happened, then he'll act differently next time he sees you than if you didn't stand him up.
Dana: I hate you.
Me: I know. :) So, how did it go?
I do this in my head anyway, but writing it down means that I can share the silliness with my friends and with my readers, which is always a plus. And for those of us that take a while to establish new techniques or habits, writing it down helps. :)
What about you, Inklings? Do you have conversations with your characters, or is answering back a sign that you're crazy?