In the first instance, you need to think about exactly what the problem is. Is your colleague disrupting your phone calls, diverting your attention, or making it hard to concentrate on a technical task, for example?
Next, you should think about the possible solutions. They could stop, of course, but are there any other options? Could you move to another desk or another room, for example?
If you choose to raise the matter with them, do so in a friendly, uncritical and confidential way at first. They might not be aware of the disruption, and could be embarrassed. If they’re unrepentant, raise your concerns with your manager. It will be helpful if other employees are willing to back you up.