This is largely an empirical and psychological rather than a philosophical or conceptual question. I suspect that there are both natural and social reasons for the association. I can think of how some cultures use white for mourning while others black, how some associate red with luck and good fortune while others associate it with vice and anger. On the other hand, there seems a biological link between seasonal affect/exposure to bright/intense/full spectrum/natural light and therefore between dark/gray/blue environments and depression. I suppose one philosophically interesting bit would be whether it's possible to have an experience of color that's not conditioned by emotional and conceptual matters. The conditions for the possibility of color experience and the possibility of color experience independent of other experiences would be interesting to investigate not only empirically but also conceptually. We might argue that the very concepts of color (red, blue, yellow, etc.) are more and must be more than designators of hue.
why do we associate different colors with different things? for example, blue is consistently associated with either feeling 'down' or 'relaxed'. black, while considered fashionable is generally considered a morose color. so, why do we feel a need to attribute certain colors to certain states of mind? if color is just a question of wavelengths, (etc) then why does society do this? - Farris, age 26