"what are the first words that come to mind when thinking about x"?

It depends upon what the person thinks who is listening this question.

If the person is regular with English and much familiar to the language he will definitely say in regular sentence, As if 'The words which came in my mind from the word X are....'

OR

If a person does not speaks English regularly and mostly uses to speak in other languages or if he is weak in it he will answer in just words, As if 'Xmas......'

Thank you.

Unknown

Could be either. You could say, "The first words that come to mind when I think about x are...." or you could start listing them without any introduction. Depends on what the asker wants.

marks the spot