I don’t know of a good tutorial doing exactly what you need. Your Google foo is likely as good as mine….
Study the code from post 9 and build something similar so that you get the piano ➜ arduino communication going and that you receive the midi events..
Once this is done study how to blink LEDs in an asynchronous way using millis so that you don’t lock things up.
So look at
- Using millis() for timing. A beginners guide
- Several things at the same time
- Flashing multiple LEDs at the same time
Once you get that play a bit with your strip’s library of choice (adafruit or fastled) to understand how things work
Then you put everything together