There is a lot of difference between listening to music and playing it. Playing is far more difficult. The kick that you get out of listening to good music is very different from the experience of playing a tune perfectly.
Believe me, I say so from experience.

I tried to blow the mouthorgan but found myself lacking in lungpower.
I tried to pluck the strings of the Guitar and got frustrated.
I tried to learn Tabla and ended up becomming a table-drummer.

Finally, I found the simplest instrument of all - the Keyboard. Suddenly, I can now play a hundred different musical instruments. Though learning to play the keyboard is comparitively simpler, it requires a decent amount of practice. I was so inspired by a piano rendering by Pritam Koilpillai that I learnt to read music from the net in 7 days flat. Now, given any sheetmusic, I can play the tune.

If you are interested in learning to play the Piano or keyboard, check out the following sites
I learnt here
Free Piano Lessons (Good Multimedia Instructions)
Tono - The Musical Educator (Learn Keyboard)
Piano Music Lovers Homepage (Good Links)
Internet Piano Resources (Good Links)
More Piano Resources (This site is much better)

Free Sheetmusic is available at the following sites
The Music Rack (Teaching Material also)
www.dalymusic.com
The Virtual Tunebook (Sheetmusic of jigs, hornpipes, Galician tunes, etc)
Great Composers (Sheetmusic is available in zip format)