Creative humans love to make noise. And have been making tools for that purpose for millions of years. Early instruments were drums, whistles and flutes. Aside from percussion, bagpipes are quite ancient. The Romans certainly used them all you needed was an animal bladder to push the air through a pipe. Musical Instruments have been made of wood, metal, horse hair, various strings like catgut and so on. Move forward in Time and music can also be made using electronics. Bernard Herrmann used (two) theremins to score the music for The Day the Earth Stood Still.
The theremin (or thereminvox), is one of the earliest and most famous completely electronic musical instruments. It was designed by the Russian inventor L