Latency, which is the time lag from when you press a key to when you hear a sound due to the computer processing time and data buffering required to get glitch free audio, is always an issue when a software synthesizer is used to produce the audio from a MIDI controller.
These 3 articles may offer some tips that can help in the quest to reduce latency:
Optimising your PC for audio
When describing problems, always mention your OS and game version (shown at the bottom of the title screen).
If your keyboard has USB or MIDI ports, there is a tremendously high chance (>99%) it will work with Synthesia. See what you'll need on the keyboards page.
If your keyboard has USB or MIDI ports, there is a tremendously high chance (>99%) it will work with Synthesia. See what you'll need on the keyboards page.