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I think it depends very much on the individual and how good the coach is.
Lots of individuals have their own "coaches" or "mentors" be it colleagues, friends, partners etc with whom they talk about their business a lot and where it is going. I talk to the majority of my clients in this way for example which is useful for clients and really for me is the most interesting bit. It also helps my own business to talk about other peoples. Forums are also very useful on this front I find.
On the other hand lots of individuals keep it all to themselves, and think a lot about matters rather than actually getting on and doing - these are the ones who will generally get the most benefit in my opinion. I.e. with some proper goal setting and knowledge that someone will be asking questions about them in a few weeks time. I have clients like this who really don't move on a lot and I do often suggest they try regular trained coaching as opposed to the odd "devils advocate" session with myself once a in a while. It seems to work too.
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