I was sent into recorder recovery. I play no instruments. I can't read music. I blame my dyslexia for the whole "unable to link sound + written note + position on instrument" thing.

As for my characters...Hmm.
Marlowe can read music and sing damn well, but not sure if he would have ever gotten his hands on an instrument.
Ajedrez millicanonically plays chello.
Medusa can play...oh, I can't remember what they are called. Your Middle Eastern/Desert peoples string instruments that you pluck, and she can turn out a fine tune on a drum. Mostly, she just uses her voice.
Esfir doesn't play anything, although I could see her on a piano if her fingers were longer.
Kore-Persephone...probably plays lots of things by now, although I can see her more with plucking intrsuments than ones with bows, or wind instruments.
Dara isn't saying. I suspect she can play things.