It depends on what you want to do. I learned music first by playing in garage bands and then studying jazz music in college. There are lots of great resources for learning music through the internet, depending on the instrument you want to play. If you want to program music, there are great DAWs like Pro Tools, Ableton, and FL Studio that come with great instruments in-the-box to get started making music. 

It really depends on what you want to do, and to be honest, most of the skill that comes from music is simply discovered on your own, through years of practice and exploration. Very little formal training ever helped me be a better musician. So just get started making music!