Best way to take in usb midi from keyboard?

Howdy,
So I am looking at using my usb midi keyboard (an M Audio Oxygen 49 IV) to be the input to some analog synth of which I have not designed yet. I haven't started on it, as I was wondering just how to get the first leg done (getting midi data from the keyboard onto some microprocessor). From what I understand, I think I need a board with OTG/native USB port, but I'm kind of lost on that. If that is the case, I was wondering if there were any cheaper boards than what Arduino makes that have said native USB and Arduino IDE support?

Thanks!

The price depends on where / what you buy. Most boards are cloned (copied) so you can shop on ebay, aliexpress and the likes and get a clone; even local suppliers may carry those clones.

I have no experience with MIDI so can't advise further; https://www.arduino.cc/en/Tutorial/BuiltInExamples/Midi shows that MIDI uses serial communication which case there is no need for native USB.

My bad, I forgot to state clearly that the keyboard is using a usb midi. Though I can't find anything saying that that is not using the same serial protocol as regular midi just with a different port, and in fact I guess that would make sense. Thank you, though!