乐器(yuè qì) - musical instrument in Mandarin

乐器 (yuè qì) is the general word for a musical instrument, from 乐 (yuè, music, the same character read lè when it means "happy") and 器 (qì, implement, tool), literally a "music tool". Watch the reading: 乐 is one of Mandarin's classic two-reading characters, yuè for "music" and lè for "happy" (as in 快乐, kuài lè), and only context tells you which one you're looking at.

钢琴 (gāng qín, piano), 小提琴 (xiǎo tí qín, violin) and 吉他 (jí tā, guitar) are all 乐器 (yuè qì); the word itself is the umbrella category rather than any one instrument, so it's the natural answer to "what instrument do you play" and the word to reach for when talking about music lessons in general.