Yep wrong, this should be about software interfacing to other languages but a lot of people make that mistake no problems. This sort of thing should be in Hardware interfacing.
where do I even begin?
Begin by reading the examples and doing the tutorials even if it is not directly to your project. http://arduino.cc/en/Tutorial/HomePage
Then you can get more specific with examples on the playground:-http://www.arduino.cc/playground/Main/InterfacingWithHardware#Communication
There is a whole heap of MIDI stuff on there.
Best of luck.