I started playing the sax in fourth grade (age 9). I took lessons and played in school band. By ninth grade, I could usually play back what I heard. When I h

I started playing the sax in fourth grade (age 9). I took lessons and played in school band. By ninth grade, I could usually play back what I heard. When I heard a melody, I heard specific notes and intervals. I think learning to hear that way was harder than learning to subconsciously play notes. The skill transferred to the bassoon and piano, though I don't play piano as well. Years later, I picked up the sax again as an adult. This time, my emphasis was on jazz and improvisation. I still took lessons and played in bands occasionally. My drills were playing the same tune in all 12 keys and improvising on chord progressions in all 12 keys. The transposition came more or less easily -- less than a year of practice. When playing a drill around the circle of fifths (repeat a phrase in the keys of C, G, D, A, etc all the way around), I'd know what it should sound like and my fingers would find the notes. I wasn't always conscious of which key I was in. When I improvised, sometimes I heard specific notes in my head and played them, and sometimes I thought about the chords/scales and let my fingers wander within those scales -- I didn't know what I was playing until I heard it. (I also didn't know about modes as much then.) I don't know that I was ever good at improvising, but I enjoyed it.