Thinking out loud is just a skill.
How you feel when you do it is down to endocrinology and that’s why some people practice it more than others.
It’s easy to get into positive or negative reinforcing endocrine loops for all kinds of behaviours. That’s literally how we have evolved.
But now you can recognise it.
Fear is just a hormone signal. It’s not actual danger. Same for embarrassment and stuff like that. Often the signal is the product of a reinforcement loop rather than an accurate real life trigger.
You can get a lot of self improvement by the exercise of unpacking yourself to a profound level. Nobody will ever give you such advice.