Even if you can't play an instrument, you can still make your own music just by using your voice. If you can hear a tune in your head and hum it, then you are making your own music. "A cappella" (voice only) music is popular and many vocal groups perform their own music in concert without backing music. A good rapper's rhymes would stand up in a performance setting without any beats behind them, while listening to recordings of The Beach Boys singing harmonies without any background instrumentation is arguably the best way to listen to them. So remember, music doesn't come from a musical instrument --- it comes from you.
Learn to play a musical instrument. A capella may be engaging, but playing an instrument can be hugely rewarding and opens up new possibilities for self-expression. Make sure you select the instrument you are most interested in, whether it be brass (trumpet, french horn or tuba), percussion (drums), woodwind (clarinet, flute) or a string instrument (guitar, violin). If you are prepared to commit to regularly practicing your instrument, you could ultimately become proficient enough to use it to compose your own music, either solo or as part of a group.
Buy extra equipment to go with your instrument. For example, if you become an electric guitarist, you will require an amplifier and a jack-to-jack instrument cable to get started, as well as picks and barres. Even if you decide that you just want to sing, if you join a band, you will probably need a microphone and monitor, so that you can be heard over the sound of the instruments. The microphone will then need to be plugged into a public address system, which consists of an audio mixer and at least one speaker.
Book a recording studio or purchase your own recording equipment. Deciding whether to hire or buy depends upon your long-term musical goals. If you intend to record regularly, look into buying your own gear, which can be based around a software package for your home computer. Logic is the standard program for Apple Macs, while there are many alternatives for PCs, including Cubase and the industry standard, Pro Tools, which comes in an inexpensive version for starters. However, if you are recording a one-off song, perhaps as a present for a loved one, it makes more sense to go to a reputable local studio, where an engineer will deal with recording your music and can also help to mix the song to give it a more professional feel.