An emotional connotation is a feeling connected to a specific word or phrase. You can have either a positive or negative, or no connotation connected with a word. Sometimes, the emotional connotation is specific to a person. In this case illiterate means, cannot read or write, so it has a negative connotation.
The tablecloths were all black and drooped gloomily over the edges of the tables. The streamers looked more like cobwebs than party decorations. It looked more like a funeral than a birthday party.