The feeling or idea associated with the word.
The connotation of a word is the feeling or mood that surrounds it. In "The Caged Bird", many of the words have a connotation of feeling trapped and imprisoned. The connotation of words can help a reader determine the mood, tone and/or theme of a literary work.
Opposite of connotation is denotation. The denotation of a word is its literal, dictionary meaning of the word.