Since I can remember I have thought of certain words with colours, but definitely not all the time. Generally, it begins with the starting letter that leads me on. For instance, when I would think of the name Gary, I would automatically think of the colour grey.

To be honest, I would more-so get visions in my head more than anything else. Say a word and I would think of a picture of something in my head that wouldn't directly have anything to do with said word. I dunno.