Is it a dialect?

[bartholomew]

We are going to have ourselves a little chat.

Why ourselves?

[Grunty]

The word 'ourselves' is quite unnecessary in this sentence.  It is intended to indicate a private chat, perhaps between a boss and an employee who needs advice.  The meaning of the sentence would be the same without it.

[Quizmonster]

The addition of 'ourselves' in a context like this usually contains an element of threat. It is the sort of thing a headmaster might say to an unruly schoolboy, as he ushered him into his office, or a boss might say to a failing employee who is on his last warning for failing to produce the necessary work. There is a definite air of menace about "have ourselves a little chat" which is absent in the simpler "have a chat".

[jno]

It isn't vital to the meaning of the sentence, but it means something like 'for ourselves'. Judy Garland sang 'Have yourselves a merry little Christmas' in Meet Me in St Louis; it wasn't threatening.

[Quizmonster]

In the context of a Judy Garland Christmas...no threat...in the context of a little chat, ourselves "usually" has an "element" of threat, as already suggested. Context is everything, in much the same way as usage is.