There are a number of people who claim to be able to hear voices in their head, whether they think it's another person reaching out to them telepathically, or their own mind is thinking and they hear their own conscience.
The voice in the head is thought in many beliefs to be an inner guide, but much of the time, we have control over the voices we hear in our head because it's our own mind doing the talking.
In some people with disorders such as schizophrenia, or biopolar personality disorder, some people claim that they might hear voices in their head that don't' actually exist or that they can't control. These are known as auditory hallucination, and it's where you think you hear voices when you really don't.
Many people are able to overcome auditory hallucinations with counseling and medication, which can help keep a balanced state of mind.