They say the ego is the first to speak, and usually people interpret this to mean that it speaks in an actual voice or thought, before Holy Spirit gets a word in. But clearly this isn't true because it's entirely possible to carry out a conversation with Holy Spirit without any ego interference.
How I like to think of it, is that the ego *responds* first. Its response may be on the emotional level, in a reaction, based on something happening that you see. You could say the ego is the 'automatic response' to a world of separation. If unchecked, and if not undone, the ego does generally tend to be the filter through which you see everything, and so in that sense it is always first. It comes between you and reality.
But this also doesn't necessarily mean the Holy Spirit cannot communicate with you clearly. It's our challenge to not use automatic ego reactions 'first' and to instead choose to stand in a greater truth - love, detachment, peace, etc. This way we prevent the ego from 'speaking' at all.. i.e. it doesn't have a say, it doesn't interfere with our perception of what's happening.