Do Wizards and Witches ever talk to their wands?

Partially

I know of no instance where a wand spoke to a wizard but there is one mention of speaking to a wand: Gormlaith spoke to Slytherin's wand during her revenge at Ilvermorny.

At her first sight of the large granite building rising in the darkness from the peak of Mount Greylock, Gormlaith sent a powerful curse containing Isolt and James’s names towards the house, which forced them into an enchanted slumber.

Next, she uttered a single sibilant word in Parseltongue, the language of snakes. The wand that had served Isolt so faithfully for many years quivered once on the bedstand beside her as she slept, and became inactive. In all the years that she had lived with it, Isolt had never known that she held in her hand the wand of Salazar Slytherin, one of the founders of Hogwarts, and that it contained a fragment of a magical snake’s horn: in this case, a Basilisk. The wand had been taught by its creator to ‘sleep’ when so instructed, and this secret had been handed down through the centuries to each member of Slytherin’s family who possessed it.

-Pottermore, Ilvermorny School of Witchcraft and Wizardry

This type of speaking is really more like a spell than a conversation, but wands don't normally need to be taught to respond to spells and the wand wasn't hers at the time. That makes this resemble a conversation where Gormlaith requested the wand go to sleep and the wand responded.

None mentioned, but Godelot is a good possibility.

There is currently no wizard who has ever been specifically mentioned as talking to their wand. However, one who seems most likely to have conceivably talked to his wand is Godelot, who owned the Elder Wand and may have been able to learn types of Dark magic it had been used for by its previous masters.

“A full century later, another unpleasant character, this time named Godelot, advanced the study of Dark Magic by writing a collection of dangerous spells with the help of a wand he described in his notebook as “my moste wicked and subtle friend, with bodie of ellhorn,²⁵ who knowes ways of magick moste evile.” (Magick Moste Evile became the title of Godelot’s masterwork.)

As can be seen, Godelot considers his wand to be a helpmeet, almost an instructor. Those who are knowledgeable about wandlore²⁶ will agree that wands do indeed absorb the expertise of those who use them, though this is an unpredictable and imperfect business; one must consider all kinds of additional factors, such as the relationship between the wand and the user, to understand how well it is likely to perform with any particular individual. Nevertheless, a hypothetical wand that had passed through the hands of many Dark wizards would be likely to have, at the very least, a marked affinity for the most dangerous kinds of magic.”
_{^{- The Tales of Beedle the Bard}}

He considered it a helpmeet, so it is conceivable that he may have talked to it at least once while he owned it.