When that dwarf can't hear you screaming at the monitor.... But you still want to warn them of the were-chupacabra, or tell them off for leaving a sock in a door
when a Dwarf does something wrong/incorrect I like to yell:
"NO! DON'T DO THAT!" - I shout this in my head literally hundreds of times per session, along with "WHY ARE YOU DOING THAT?!"
when a Dwarf in combat I shout:
"BLOCK WITH YOUR SHIELD MOTHERFU**ER! DODGE! BITE HIM!"
to dwarves working in workshops I like to encourage their creativity by whispering to them:
"Keep working hard Urist. Make another masterwork for your fort. You make everyone happy to be around your creations. Keep it up."
I like to think it motivates them and improves productivity.
and to sleeping dwarves
"Sleep tight little dwarf. Tomorrow you may be eaten by a dragon. But more like than not you will labour, hard, for industry is your life. Take rest while you can"
I also imagine that dwarves dream, for example, about FB attacks, other dwarves, history, the future, etc.
and I like to eulogise dead dwarves
"you were not strong enough. perhaps it is better that you are gone." (whilst surveying coffins)
or "You were just a child/farmer, but that FB is gone now, and so are you. We will commemorate your death" (over the site of a FB's victim, where bloodstains are splattered)
and "it's your own fault for falling in the river. Do you really think I'm going to send dwarves to fish out your corpse now? I hope you like slabs" (zooming to the location of a drowned dwarf)
or to a (dead) famed warrior
"Go now to your eternal rest. You have earned it by laying down your life in defense of the fort and your brothers and sisters. May the Gods rest your dwarven soul."
edit: not just dwarves either. I talk to/shout at goblins, kobolds, ravens, sparrow men, dogs, alpacas, and cavern nasties. also I scream at FBs ("Noooooooooooooo" etc.)