Talking with your own shadow?
It is okay, bad if it answers)

Yep, As we know a lot of time Luna spends alone so I think talking with herself is usual think for her.
But what is more importantly - she is an Alicorn, and as any powerful creature sometimes she can have thoughts like “what if I can do more?”
And here is best time for your dark side)

But I am sure, she can resist)
Cuz she is powerful little pony and she don’t need any help
small_addition)

Just more random thoughts^^