"Those were times when, to forget an evil world, grammarians took pleasure in abstruse questions. I was told that in that period, for fifteen days and fifteen nights, the rhetoricians Gabundus and Terentius argued on the vocative of 'ego' [I], and in the end they attacked each other, with edged weapons." - Umberto Eco, The Name of the RoseIn a sense, one would expect that "I" should really have a vocative - certainly people talk to themselves sometimes - yet Latin's lack of a vocative "I" is paralleled in English. If John (that old linguists' standby) tells himself "John, get up and do some work", the sentence is not grammatically odd; if he tells himself "*I, get up and do some work" or "*Me, get up and do some work", neither sentence is grammatically possible. Note that no such restriction applies to non-vocative uses; it would be equally grammatical for John to tell himself "I'm in luck!" or "You're in luck!" Even resorting in desperation to the archaic English vocative "O" yields nothing: "O I!" is ridiculous, and "Oh me!" is already in use as a rather silly exclamation. So why should the vocative of "I" be so hard to form?
Update: Thanks to Language Hat, I have learned of an interesting post on the very grammarian of whom Eco is writing.