I have letter-color, number-color, music-imagery synesthesias.
I am nearly certain that a filmstrip I saw in the first grade caused the letter-color synesthesia. In the filmstrip the letters appeared one at a time against some sort of background. A was red, B was blue, C a sort of school-bus yellow, D green, etc. That's what they've been since then. Words will tend to carry the color of their first letter. Since W is light blue, almost all words starting with W are light blue. That in turn determined the colors of the months - May is dark blue to me because it starts with M, which is medium to dark blue.
The written names of colors (red, orange, yellow) trump the color of the first letter of the word because they're so primal. Of course a few happen to match up.