I posted this to one Facebook group for cellists, but I would love to hear more experiences. And this absolutely is not depending of your instrument.

When you are playing some piece, do you have some kind of picture or story about it in your mind?
I often have. Sometimes it pops to my mind immediately when I hear some piece, sometimes it takes a little more time. And then there of course are some pieces that just don't have any story...

And now this is going to be a little bit odd, but I also can sometimes see the colors of the music. It's almost like I had the Aurora borealis inside of my head. For example the note D is bright yellow in my mind.
I remember I had this ability when I was a kid and it was even stronger then, but then I lost it for years (or maybe I just didn't think about it...) but it looks like it's coming back now, at least partially.

I just found out that it's called synesthesia. I read some articles about it, it was very interesting. I have never earlier talked about this with anybody, so I didn't have an idea that there is a name for this thing.