Back when I was a kid I would play so much Super Mario 3 that when I was in the car or anywhere silent, I would hear the World 1 music in the distance. Like, it did not at all sound like it was in my head. It sounded like someone in another house was playing the game really, really loud.
That sounds like a more cheerful version of what happened to me.
I used to play a lot of Black & White. Whenever a villager dies, the game tells you by soflty saying the word Death. It got to the stage where I kept hearing someone whispering the word to me in real life. Stopped playing it shortly after. Tried the game again a few years later and the same thing happened.