Preferably something easy not too expensive.
Triangle.
I tried learning 3 different instruments, first a flute as a kid, e-guitar a few years later, and then now I'm learning to play on a keyboard. I found the first two extremely frustrating and not worth, even though I thought I would be motivated to learn them simply because I liked listening to music made with those instruments, I gave up on them. Keyboard/Piano, however, was and is a a lot better experience. It's not only more intuitive to me how I have to do things, but it's also more fun to me. With guitar you'll have to learn for a long time until you play something interesting on it, with the piano you'll have earlier and more moments of success, in my opinion.
A keyboard is relatively cheap compared to other instruments, but you shouldn't be too much of a cheapskate about it. For instance I bought a keyboard with only two octaves and only sound output when connected to a computer, for around 20 eurobucks, but I figured that this is not enough if you actually want to play some interesting songs, not just plunk around. My recommendations is to buy a keyboard (preferably with more than two octaves and it's own sound output) and a beginner keyboard guide book for adults, if you don't know what instrument to play. Like I said, most instruments are either too easy (>>2) or too hard (e-guitar) for beginners and will probably only make you give up on it.
It maybe depends on what kind of music you like/want to play. I taught myself guitar first but I think a keyboard is good for beginners. They say you get a better visual idea of how notes and chords work together from learning keyboard first compared to other instruments. Like >>3 said, go for a slightly bigger one, because you'll feel limited with less than 4 octaves. You can probably find half-decent Yamaha and Casio keyboards in pawn shops or the like.
You can get other cheap instruments that are fun to jam with, I like to play my melodica along to reggae and ska tunes, and jam along to the Pogues or the Dubliners with my penny whistle. I found an old banjo in a charity shop and learned Farm Boy from Final Fantasy 7 and was very satisfied :3
>>3
I can probably rent a keyboard and see how it works. There's a free to play piano in one of the public squares here. I guess I'll try it out and see how things go before buying one. But I've also been thinking of just making electronic music from samples and stuff.
>>4
I mostly listen to jazz fusion, folk music, and electronic crap etc. so part of me is thinking of some kind of flute. They are relatively cheap and should be easy to handle. I guess I could go with a harmonica too maybe?
Just mix beats with the computer