It's no problem. Bring 1-2 printouts of Arduino ads or something to show them this is a gadget just in case. In theory, you can also call the airline to let them know you're travelling with "electronic components" and get their recommendations on how to make sure this doesn't set off any alarms. Also show up early and go through security early to make sure you don't miss your flight -- just in case.
But I've travelled with much worse than what you're carrying in the past and had no issues.
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The Flexible MIDI Shield: MIDI IN/OUT, stacking headers, your choice of I/O pins