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.