Yes it is always negative. If you wanted to talk to someone for a positive reason you would always say somethig different, like "I want to tell you something," "I wanted to talk to you," or "can we have a chat?".

Aline gave a great answer! I agree - it is when you want to talk about something serious (and often urgent). It could be used in a positive context but someone hearing it would probably expect bad/serious news. So when speaking, I avoid it because I don't want the listener to worry.

I would say in most context it's, not necessarily negative, but serious. It could be used to deliver good news for example: "We need to talk". Person is pulled aside. And then the other says "I'm pregnant." or "I think we should get married." or "I got into my choice university so I'm moving out." All serious things. It's not usually said for things that are casual. Instead you might say "We have so much to talk about" or "We have to talk" in a fun way between friends. Hope that helps answer your question.