NMS is a local music school, catering to all ages and abilities for a variety of instruments, vocal styles, and dance forms. Starting with music-focused playgroups for toddlers, then branching out to individual and/or group lessons for children, teenagers and adults, and offering some supervised ensembles for advanced students, NMS is a "one stop shopping" for your music education needs.
They're not your cheapest bet in the New Haven area, but they're probably your best. Their teachers are selected not just for their own musical accomplishments, but also for their abilities as educators. Your experiences will be professional and pleasant with NMS teachers.
You can take classes in New Haven, or at branches in Guilford or Woodbridge.
You're never too late to learn to play/sing/dance! (or, if you're already a musician, it's never too late to get better!)