What are all of these instruments?

There are a couple of things that will help you put the instruments together
with their names and their sounds.  Look both around the conservatory and in
the journal that came with your game.

The journal describes the instruments and gives you pictures of a few of
them.

There's also a book in Sophia's study that shows you a few other instruments.

Whenever you pick up an instrument, you should hear what it sounds like.