Depends on the population--in music school, this was most definitely not strange, as that community selects for people who can do this. And then there are others who remember all the notes by their "color" or timbre (not necessarily actual synesthesia, though that may be the case for some).

And still others who are like my #2, whom we took to a concert at age 4 (stayed awake for the whole thing, too, lasting until about 11 pm), then heard playing pieces from the concert on the piano the next day. Still can't read music though, several years later, despite my best (okay, more like indifferent) efforts to teach score literacy.

Sometimes I can't tell the difference between #2 playing on the piano and SO.

...pronounced like the long vowel and first letter of the alphabet...