I can't tell you how many people I have talked to who would like to learn an instrument. I play a lot of music and people always say things to me like, "I'd like to learn how to play guitar but I don't have enough time." This is a very strange thing to say if you think about it. Let's say you already know how to play the guitar; How do you expect to enjoy your ability without actually taking time to play it. It takes just as much time to practice an instrument as it does to learn the instrument. If you feel like you could enjoy playing an instrument once you know how then surely, you will have enough time to learn the instrument.
Notes
If you want to master an instrument you need to understand the notes that it produces. Some people learn an instrument by first learning how to play the chords. But how can you understand what the chords mean if you don't know what notes are in the chord. I strongly believe that the very best instrument to first learn is the piano. The piano allows you to clearly see what all the notes are and helps you understand what sharps and flats are. Also, if you know the piano, then you will know why the heck there is only a half step between E&F and B&C. There are all kinds of weird reasons for some things in music but to understand how music is played you must understand what the notes are. Guitar is also a good instrument to learn because you can see the notes unlike the trumpet which only has 3 buttons for about 35 notes.
Melodies
The next step is to develop that knowledge into skill. Since you now know all the notes you have a good foundation to build your skill on. The first thing to learn is how to play a melody. This is just playing consecutive notes that make a song. This isn't too big of a step from the knowledge of all the notes. All this step is is developing your reaction time between hitting notes on command. Once you can switch between notes at a good pace you can play melodies.
Different Instruments
If you are learning an instrument that only plays one note you can probably stop reading and just work on your ability to play melodies. The reason some instruments only play one note and others play many is because single note instruments are much more difficult. It would take some serious skill to play 2 notes on 2 trumpets at the same time. Single note instruments are all about that development of playing a melody. There are lots of things you can do with single note instruments that take a long time to master so it isn't possible to go further than learning to play melodies. Of course you can go into improv or composing music but that is music theory, not learning an instrument.
2 Part Harmonies
Everyone knows that piano would be a very boring instrument if it could only play one note at a time. The piano was designed in a way that there isn't much you can do with it playing only one note. Guitar is similar but you can do more with a guitar so single notes are definitely a possibility for good music. With these kinds of instruments you need to move on to playing more than one note at a time. If you experiment with playing two notes at once you will quickly realize that some notes sound good together while others don't (depending on what your opinion of good is). If you have a good music book that you are learning from it will take you from playing melodies to playing melodies with harmonies (2 notes at the same time). This transition is another simple one. You already know how to play melodies, so it will not take too much to learn how to play 2 lines at once. Believe me, your brain is strong enough to handle it. This is probably easiest to learn by playing one simple line and one more complex line. This step is nothing but developing the ability to play 2 lines at the same time.
To Infinity.....And Beyond!!!
The next step is pretty obvious because it is learning how to play 3 lines at once. 3 sounds like it is getting pretty complicated so there is a way that makes this step a smoother transition. This is chords. Chords are 3 notes played at the same time. Instead of blindly going into playing 3 notes at once it is a good idea to learn some of the main chords. Some examples are C chord(CEG), G chord(GBD), and F chord (FAC). All music is based on a set of chords. If you learn how to play a good number of chords then you will be able to recognize them when you are playing 3 lines at a time. This can sometimes simplify a song so instead of switching 3 notes you only switch one chord.
When you go beyond playing 3 notes at once it is just a matter of learning the more complicated chords that have more than 3 notes in them. This may just be a rearrangement of the easy chords or it may be completely new chords. But at this point, you can probably see the pattern in adding new parts.
Conclusion
The process of learning an instrument is really a step by step process. First you learn the notes and how to play them, then you learn how to transition between notes and play melodies, next you learn how to play 2 part harmonies, then you learn 3,4,5... part harmonies by learning the chords that they are composed of. I hope you can see the importance of all of these steps. I know a lot of people who just learn the chords on the guitar. That's fine if you don't plan on going very far but if you want to advance in playing your instrument I think it is a good idea to start with a good foundation. Once you have already built the foundation it becomes much easier to learn other instruments as well. When you understand how notes work and how important the intervals between notes are you will have a much better understanding of the music you play and it will be easy for you can enjoy music more and even make your own music. If you do want to learn an instrument obviously the best thing to do is get lessons but if you're poor like me find a good book that generally follows the steps that I've talked about. If you skip the first few steps then you will not get the full enjoyment out of playing an instrument.