Yes, yes, I'm not hear to start an argument. I am genuinely interested in knowing. I can't believe I've never actually questioned it before
Good. I know it's unscientific and it's objectively unprovable, unquantifiable, or unexperimentable; I don't need someone else to tell me that.
I talk and communicate with God just like I communicate with any other person - we talk.
There are myriad ways. Just like humans can communicate via different means - letter, conversation, telephone, e-mail etc., God and I communicate in different means - prayer, the Bible, direct "voices in my head", through other people.
Prayer is something special. I can't explain it, but I can feel a difference between me talking to myself and hearing a voice from either God or the devil/temptation. That is especially true when I am faced with a choice of some kind. There is a distinct difference in feeling between talking to myself, talking to God but knowing that I'm not being listened to (have you ever given a speech in which you know people aren't listening to you? That's the feeling.) and knowing that God is listening.
Now I verify those voices against what is said in the Bible; I don't just trust my own senses and my own feelings. It's like an objective layer on which I base my communication with God.
And of course, because different people interpret the Bible differently, I seek the opinion of others too.
I just also note that the reason I am communicating with God at that moment affects how I communicate with him. My communication with him is often on the choices that I have to make in my life, be it mundane or life-course-changing, and his communication back to me guides the way I live my life.