I'm sure I'll post many blogs on dialog over the course of the years. It's a problem for many writers, including me.
I hate dialog where the characters speak to me rather than the other characters. Dialog is not the place to convey backstory and information the characters already know.
"Hi, Jane, what are you carrying?"
"Hello, Martha, I went to Johnson's grocery story on Fourth Street, near your house, and bought groceries. You know the place... your brother got shot in that store with a revolver five years ago, during a robbery. Remember?"
"Oh yes I remember, I went into a deep depression and had to be hospitalized for three years. They preformed shock therapy, did you know? I never thought I would make it out alive. I petitioned to the government to stop such treatment for a year and had no response."
"I helped you with that. We worked long hours, late at night to prepare signs and petitions. I hate the Republicans, they are a bunch of crooks. In 1964, the started a war that I felt never needed to be fought."
This is all made-up dialog. Nothing happened in 1964, to my knowledge. I just wanted to make a point. DON'T tell the reader information that the characters already know. It doesn't sound natural.