Synesthesia is when two senses combine with each other and form relationships. For example, I have the most common kind: grapheme-color synesthesia. Mine looks like this. The only one that's supposed to be black is "1". Otherwise, the ones in black have no color associated with them.
I used to. I can't remember the colours these days but as a kid they were really strong. Then over time it just faded.
The colours weren't just associated with individual digits, weirdly. So 1 and 2 may have certain colours, yet 12 might be a completely different colour to either digit. I don't remember words working this way though.