Is it normal that i have a hard time being private sometimes?

It's got a lot better in the past 6 months, but I've always had a problem with keeping things to myself or just between me & one other person. Like, for example, when my ex boyfriend & I broke up, I was so happy to be down with it! I had started to hook up with this other guy who I really liked & he really liked me. Well, after we did the deed & keep in mind too that I was a total party girl so I was pretty much drinking every other day & was a LOUD MOUTH! Well, after we hooked up I was like telling everyone about him & that I was "in love with him" & telling people that our sex was so good. He was so pissed that I was going around & saying all these things about our sex life & personal things. That went down the crapper really quick! Now that I'm in a new relationship, we get along great but I have noticed a few things that I don't know are normal or not like I hate that I can't keep my mouth shut sometimes. I always have to say what I'm thinking that instant. I know it's going to get me in trouble down the road because no one wants to date someone that is really dramatic. I don't like when I go out with my friends & their boyfriend or girlfriend makes them embarassed because of something they said or something that they shouldn't be telling the whole world. How can I retrain myself to not jump to the worst conclusion, say personal things that shouldn't be anyone else's business & make sure that I'm thinking before I speak? It's such a hard habit to break.