Is it common for Koreans to talk in thirdperson or is it just a personal choice?
Just to be clear, I know how to use "언니" "오빠" "동생" etc.

But sometimes Koreans talk to me in "thirdperson", saying things like:
"언니한테 말해줘!" and "오빠는 지원이동생한테 얘기하는거좋아해."
instead of,
"나한테 말해줘!" and "나는 너한테 얘기하는거좋아해."

Are you SUPPOSED to talk like this, or is it a personal choice?

Question

Is it common for Koreans to talk in thirdperson or is it just a personal choice?
Just to be clear, I know how to use "언니" "오빠" "동생" etc.

But sometimes Koreans talk to me in "thirdperson", saying things like:
"언니한테 말해줘!" and "오빠는 지원이동생한테 얘기하는거좋아해." 
instead of,
"나한테 말해줘!" and "나는 너한테 얘기하는거좋아해."

 Are you SUPPOSED to talk like this, or is it a personal choice?

Answer

Yeah, many of my older friends talked like that when I was a teenager. Some of them did it because that was their way of verbally showing that they cherish me as much as they can - in this way I felt like I was a 'precious' 동생 for them. =3 Others would do it for the other reason.

Answer

haha...:) 
The second sentence of yours makes me get goose bumps.
It sounds more like a converation between lovers, especially the second one,
but when somebody feels you are like a brother or a sister,  it can happen.
Otherwise, somebody wants to be more close or friendly to you.
so, it's a personal choice, definitely.