Extreme Newbie asking about playing around with MIDI

This is a direct copy from the Project Guidance section. Reposted here and really need input from you all. Moderator, please delete if you think it is inappropriate. Thank you.

Hi everyone,

I am Jack from Malaysia and really need input about a project I am about to embark. Before I start, please allow me to inform you that my team and I are all from the mechanical engineering and only I have some knowledge in writing codes in C.
Here is the scenario.
We want to build a device that can accept MIDI as inputs, and output the sequences in physical movements, LED blinking or whatsoever as long as it is something cool!

As you could imagine, we have zero knowledge on controllers stuff. I really need advice about its feasibility on Arduino (which I think is possible!) and also a rough idea on how to achieve it.
I also need a lot of tutorials and information on how everything works (I have no basics!) I tried google but I can't seem to get something where I can develop my understanding on. I am here to learn, please let me know of any noteworthy readings that can help an extreme newbie like me to pick up the knowledge.

I am not sure if it is too far-fetched, but I will really love to see any Android integration to it, like having an Android app to control which MIDI sequences as inputs, adjusting the tempo, pitches etc. (of course, I believe it will be hooked to the Arduino board in some way, USB for instance)

Please spare me your advice. I want this to succeed!! Thanks a lot for the long read even if you don't feel to comment!!

KE7GKP:
Do you know how MIDI works? Do you know about Note-On and Note-Off messages? What about velocity and after-touch? Do you have a clear idea of WHAT you want to do? If you can form a clear notion of WHAT, it will be much easier to implement HOW. Regardless of whether you are using Arduino or any other similar method.

Midi - Wikipedia

Thanks for the link. Now I know about the MIDI more (which is similar to what I think before, firing messages on, off that contains a loud/soft (which is velocity technically) etc.). I do own a digital keyboard and do have a rough idea of these electronic music work.

Okay, here's what I want to do.
I want to get an MIDI, fires messages to a controller, which will in turn allow me to perform some actions based on the information from the MIDI. This could come in a form of lighting LED up (by passing current through) or some physical actions. My first attempt should allow it to be able to understand velocity, creating an effect out of loud and soft.
I believe it is possible, but I do not know where could I start. I read about some coding related to MIDI and Arduino and they don't seem too complicated for me yet.

Please advise.