Pick which instrument you want to start with & teach yourself a note. Then proceed through all the notes in a scale. Look up what notes & scales are if you don’t know already.
I suggest beginners start with either piano/ keyboards, or guitar, a normal 6 string acoustic guitar (rather than electric) is best for beginners.
Buy a chord book, or download a basic chord book, pick a note, & start.
I did this with guitar, chose a random note, I think I chose C, & practiced the finger positioning until I could play it clearly without accidentally muting some strings, with a clear sound. I was a child and it took me about a week to train my fingers correctly. Then I chose another note, A, which I was able to play in a matter of hours. I proceeded to go through the entire book.
It’s a good idea to learn where the notes are on a piano or keyboard, too. You will need this in order to tune your guitar the old fashioned way, eventually. I’d say as early as possible, but, nowadays you can download an app to help tune a guitar, or you can still go to a music store & buy an electronic tuner for pretty cheap.
Once you can read notes & chords, (& even tabs are very useful, often used for guitar) you can learn to play anything.
Practice makes perfect with playing an instrument. The key to this method is to perfect each note before moving on. Make sure you play that C, A, or whatever note you chose to start with, perfectly before moving on.
After learning major & minor chords, try to practice barre chords. This will come in handy.
Once you’ve gotten really comfortable with basics, start practicing scales on your guitar or piano, (though if you went the piano route, you’re probably already practicing scales. That’s more of a beginner step with piano especially.) on guitar, scales can get more complex & you’ll need the finer muscle memory you’ve gained from chord practice. It’s a strings versus keys thing.
With stringed instruments, you will develop callouses & they will be a little sore for a few weeks but eventually you won’t notice. Back to guitar scales, I suggest starting with basic blues scales for most modern music.
ETA: just saw you’re interested in EDM, so maybe go the piano route. Even a shitty second hand keyboard can help you learn the basic notes, chords, & scales. It’s a lot of fun.