When I'm improvising on my keyboard, or trying to compose a melody, I always find myself playing in a minor key -- and never a major one. (For keyboard it's usually G minor or D minor, but that I guess is more a question of fingering -- I've never had any musical formal training so I might have developed some fingering that is more suitable for that particular keys.) I certainly tried it but somehow it feels very hard to do. The same also happens when I'm listening to music -- I often skip tracks which sound obviously major (sometimes it's hard to tell because of difficult harmonic progressions involved though). It's not that pronounced when I'm listening, I just tend to stick to minor keys, but when I'm composing or improvising, it happens all the time. And the same thing -- it is hard to "push through" such a piece of music, that's why I often skip them. Is there any "scientific" (psychological?..) explanation for this? Is it something I should accept (well, I really do like sad/dark/tragic/horror/etc music!) or is it something I should (at least) try to overcome -- particularly, when composing?
First off, I'm going to say that many people have key preferences and there's nothing wrong with that. If you want to adapt to major keys for listening or writing, it's all a matter of preference. And not all songs in minor keys have to sound sad; there are several examples of this. Panic! at the Disco, for example.
Each key has different components and progressions. Different sounds cause different psychological reactions, including release of chemicals in the brain. It's what causes emotional responses to music.
Other factors are associations and experiences. Someone who grew up listening to minor keys tends to prefer them later on. There's also a tendency to like familiarity. If you hear something that sounds like something you already like, you're more likely to like it (wow there's a lot of likes in that sentence). Liking certain genres of music or artists, for example.
Cultural associations also play a role in the music one prefers, which you can read more about here http://www.nme.com/blogs/nme-blogs/the-science-of-music-why-do-songs-in-a-minor-key-sound-sad.
This one is very speculative, but it does make some sense.
I say, one reason why many musical people aren't attracted to major keys as much, in particular on piano, is that the 12-edo tuning isn't able to render a properly in-tune (i.e. just intonation 4:5:6) major tonic. Thus it won't ever sound quite satisfying to a fine ear. If major keys sound allegedly "happy", then they do somehow falsely, unnaturally so when played on a 12-edo instrument alone.
Now, in principle this is no different for minor keys – indeed the 12-edo minor third is even less "accurate" than the major one when compared to just 5:6. But minor chords, it appears, aren't heard quite analogously to major chords byt our ears; we don't so much hear a single batch of ratios 10:12:15 as two independent notes fundamental and third, which both happen to have a harmonic relation to the third note. That indirectness, plus a weird but plausible nearby alternative just interpretation 16:19:24, seems to make the minor chord more "malleable" than the major, whose ratios are just to obvious to be mistaken for anything else. In that sense, minor keys are rendered better by 12-edo tuning than major keys.
Though 12-edo is nowadays pretty much universal on keyboard and fretted-string instruments, what I call good music almost always has some "correction" of intonation in it – singers and string instrument players certainly do this to some degree. Listen to some Barbershop singing, classical string quartet playing etc. – quite possibly you'll find the major keys much more pleasing in these styles than in 12-edo dominated e.g. modern pop.
This is very interesting, since I once found myself in this situation.
In addition to AxxieD I'd like to add:
10 years ago, I only played minor scales. Mostly because it felt "more natural" and I had a more easy access to playing minor scales and progressions. I asked the exact same question during a lesson. My teacher asked me why I think I only play minor keys and I told him that I like the sound more. He said something that I'll probably never forget: "Well, you're the musician. If you don't like the sound of a major key, play it the way you like it."
It took me some weeks to figure it out, but at least it made me experiment with major keys until I was comfortable with them.
Hope this helps!
Just some minor additions to an almost perfect answer by @AxxieD
Minor scales are believed to be more depressing/sad than the major scales which is probably why you like them. Also it depends on your mood.
But that is not always the case! A specific combination of notes of the minor scale can also make it sound happy/like a major scale. Similarly a combination of notes in a major scale can sound like a sad/minor scale.
Also one has to keep in mind the beat that is being used. Sometimes a funky beat can make a minor scale sound happy too!
Another reason may be that you have probably heard a lot of pieces of piano that had a sad backdrop and hence that's what you end up improvising.