The structure of natural languages is usually studied from three major different but interconnected points of view: syntax, semantics, and pragmatics. If we consider that the main purpose of natural languages is communication, we should consider another dimension for languages, which deals with the influence of internal states of communicating individuals on meanings. Such a dimension we refer to as internalism. Within this context, internalism cannot be confused with psycholinguistics, in the same way pragmatics cannot be confused with sociolinguistics. In particular, we argue, language is tied to its systematic use. This view leads us to a non-realist perspective on linguistics. We analyze the role of natural languages into dialogues, by comparing our proposal to the dialogical approach to logic, which considers a dialogue as a game. Within our approach, there is no way to guarantee that two parties involved in a dialogue are playing the same game, due to unavoidable (and frequently hidden) differences in their respective internal states. Another contribution of this paper is to argue that semantics plays a more fundamental role than syntax in the cognitive acquisition of languages