My 94-year old mom talks to herself a lot. When I come into her apartment and she doesn't hear me, she's carrying on a whole conversation with herself out loud. I think it's just what thoughts are running through her head. Since I talk to myself a bit too, I don't worry about it. I think most of us have thoughts running through our heads and some people as they age just let those thoughts come out of their mouths.
I wouldn't worry about it, unless he's openly conversing with people who aren't there, i.e. having hallucinations. It doesn't sound like your dad is doing that.
He will be sitting, watching TV and just say "Yeah", then a minute or two will pass and he will say that again and then something else that I can't hear. As I said, this all started in the past week and it continues. When I ask him what he said, he says "nothing". It has me concerned.
I wouldn't worry about it, unless he's openly conversing with people who aren't there, i.e. having hallucinations. It doesn't sound like your dad is doing that.