Scriabin and Alkan were famous for having synaesthesia - seeing colours when they heard music, and associating particular colours with particular keys.

The idea of keys like D being "bright" and flat keys being more sombre, for example, probably has a lot to do with the use of open strings in the string section. When a violin is played in D or A the open strings may be used or may vibrate in sympathy. In keys where the open string notes are not used or are not on the notes of the key chord they have less effect. In G the open G string will resonate, but that's the lowest string of the instrument so imparts less brightness to the sound. Also, for instance, some of Bach and Handel's works use a high D trumpet which only works properly in that key.

Interestingly this has nothing to do with absolute concert pitch. If concert picth in Handel's time was flat, the strings were tuned flat (by modern standards) so a work is D would still have those bright sounding open strings.

I'm sure the wind instruments of the time had key related peculiarities too. A baroque flute sounds very different in different keys, because some notes are stronger than others, while a modern instrument is designed to be more uniform.

Anahata