I'd like to start creating music on Linux.
From 8 bit music, through creating instruments (for my synthesizer) to DJ mixing. What are first steps I should do if I got my computer only and synthesizer?
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There is a solution readymade for you, it's called …
Here is the page for the audio packages.
What's most interesting for you is probably Ardour:
Here's your solution for DJing: Mixxx.
If you have an external synthesizer with MIDI ports, you will somehow need to get the MIDI signal to your computer and back. If you don't have one yet, you might consider getting an external audio interface. Not all support Linux, but some of them do. Here's a website that lists some. 4Front offers third-party drivers for M-Audio hardware, I read.