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This doesn't only apply to colors. There is just a complete disconnect between communication and what is experienced for certain.
Like, what I think of as a tree could be something completely abstract for you. We could all be living in completely separate fantasies and just share a common language. Maybe what you guys even think of as a human being isn't what I think of.
Maybe you see furry creatures with horns or something, except, of course, you'll have different concepts of what "furry" and "horns" are too.