As has been said you aren't going to pick this up overnight and a music player isn't a good starting point. Check out a local college or something and get advice as to what is the best package, then get on a course.
I left Delphi out because it's a proprietary language belonging to Borland. It's good, but there aren't any free compilers so you'd have to pay up and that may be a little premature.
You can do anything with a computer once you learn to program (I reckon with external sensors and actuators you could even...oops FE may delete this!!). My preference is VBA because I use Office so much (but is probably not much use to interface with music things...depending on exactly what you mean). I suggest you keep more to "modern" languages because, if you get hooked, you could turn it into a new job! Thus, C#, .net and Java spring to mind (but VB6 and VBA will have their followers for a while yet).
Personally I would not recommend ADA, fortran etc. Pascal is borderline (IMHO). The cost of finding the various bits of kit may well have an influence of course!
You do need to better define what you want to do. To design a synthesiser linked into your soundcard is totally different from developing a database in which to store song information. (I could do the latter, but would not have a clue as to the former!)
Good luck; and expect never to leave your room; to develop greasy hair; and an inability to talk to any normal person again ;-)