If you consciously steer the entire dialogue you will not get as much out of it - then you're just writing self-insert fanfiction about the workings of your brain, not actually learning about it.

That reminds me a bit of PJ Eby's list of ways people sometimes do his RMI technique wrong. (PJ, if you're reading this, would you mind if I posted it? I'm referring to the list from page 55 of TTD. I know RMI isn't exactly the same as what Alicorn is talking about, but I think they're probably invoking related or identical mental processes, and some of your tips on not messing it up seem like they'd be helpful here.)