Shard (and others) can talk to people, provided they have enough cracks in their soul to let the shard in. We see Kelsier talk to Vin and others a few times without them being spiked. The spikes just make it easy by connecting them to ruin.
Honor was alive for most of the early radiants, so nobody would have thought it weird. After he died, the radiants ended pretty quick. The heralds are a bit insane and unreliable. There are a few other times that other characters have heard an unexplained voice. Plus, people might not have written it down because they don’t want to sound crazy.
To expand based on what others have said, Tanavasts cognitive shadow merged with the stormfather, but it seems like they are somewhat separate and speak differently. One in Italics and one in UPPER CASE.