My brother has synaesthesia and from being a young child has seen musical keys as colours.
He was also born with severe hearing loss and, as he went on to become a professional musician, we always assumed this associating colour with music was his brain heightening his other senses to compensate for his deafness. However, more recently we've understood that this is not the case and that synaesthesia is common in people with no sensory loss.
It also takes other forms such as feeling words or tasting colours and can actually be quite debilitating. I once worked with a girl who fainted when anyone said certain words, perfectly innocuous ones such as 'elbow'.

I think my brother has found his own synaesthesia to be quite useful, though he was probably about 25 before he even knew that other people didn't have this 'skill'.