Synesthesia:
A sensation produced in one sense when stimulus is applied to another

Example:
''yellow cocktail music';

-Great Gatsby, by Scott Fitzgerald

Explanation:

Fitzgerald does this to describe the atmosphere, yellow is associated with "drunkenness". The purpose of this is to simply have a creative way to describe the atmosphere with out saying "They're drunk". It's more classy, and the narrator, Nick wants to be sophisticated, so Fitzgerald uses synesthesia so make him look sophisticated.