I would say the same as iyahdub, start with very basic thing and only after that, try to integrate more difficult ones.
It will be very difficult to do this kind of project if you can't blink a led or read a port of the arduino.
So firstly try to connect a switch to a arduino port and a led on another port, then try to light the led when pressing the button (using arduino code), i know it looks ridiculous but you will learn how to read a port and write on another.
When you will be more familiar with arduino coding, try to use your switch matrix with the keypad library to light up few leds.
After this you can also try to use the midi library with one switch. (try to do a Midi Noteon using this switch).
When you manage to do all these mini projects, you will abl to combine all theses and finish your project.
What i'm trying to say is: try to split your project into smaller separate part, and do them one after one.
And don't forget .. google is your friend ..
and to help you a bit on midi lib : little-scale: Arduino MIDI out example