Of course I don't mind.
I would estimate about 95% of letters have their own colour, for example A is green, B is brown, C is yellow, D is black etc., but the letter G has no main association for me.
In almost all circumstances in my situation, a word has a 'base colour' (my own terminology here), which is the colour I associate the entire word with. My own name as a whole is maroon because of the first two letters. L= maroon, L= maroon again, O= colourless (a nothing sort of dark grey), Y= gold and D= black. Black, maroon, green and gold are the most dominant colours overall, and by dominant I mean that if they appear at the front of a word, then the entire word is 'flooded' by that colour.
If I look at a word in terms of its individual characters, I can then see the colours of each letter.
Interestingly enough, the names of colours to relate to their actual representations, except in brighter shades than normal.
Personally I find it interesting, but it can really stand in the way of logic sometimes, which goes strongly against my usual reasoning. It can be frustrating but I just listen to it.
Ask me more if you want, I'm happy to explain anything if you're curious.