What if you can consciously hear yourself sleep talking?

I've recently had a few "episodes" of sleep talking. I've had them before but none as dramatic as these. The last time I physically got up out of bed, threw my pillow against the wall, and told my roommate that I finally got that bug! I know sleep walking and talking aren't necessarily a bad thing, but my real question is, I am sleeping..there is not doubt about that, but I am aware of everything that is going on but i can't stop it. I have to tell myself (in my mind) to tell my roommate im sleeping, and a few seconds later, i tell her im sleeping so she won't hold a conversation with me. Is this a little odd? I'm not sure if I explained it well. But that's how it goes. I have to mentally tell myself before hand to tell whomever is in the room that I'm dreaming, and seconds letter i physically tell them im dreaming. It's just kind of a weird experience. Should I look into it more?