Would you continue to socialize with ex coworkers?

Hi I just need an opinion. I used to work at Wal-Mart. I worked there for 6 months. I worked there as a stocker. And I did not feel appreciated. However, I felt like I met some very nice coworker friends. I quit because my seizures were acting up. From the sress on the job. Along with being yelled at in front of everyone by the manager. Just because I could not get the items stocked fast enough.

That is when I decided that was my last day there. That is the past. But I befriended this woman. Whom we always used to talk on the phone and a lot when I worked at Wal-Mart. Everytime she calls me. She ask me questions if I regret quitting my job. Or, she will talk about the drama at my old job. Like which manager got fired. Or, which manager has felonys etc. And how they are thinking of letting my other ex coworker become a manager etc. It makes me feel out of place.

Also, she always ask if I have a new job yet. It makes me feel embarrassed with that question. Like will she repeat my business to old coworkers at my old work. So how should I handle this. Should I continue to associate with her. Or, let this ex coworker stay away. I just feel she is a bit of a gossip of my old job. As if their is nothing else for her to talk about.