A new study has confirmed that playing a musical instrument has many positive side effects for your brain. I don’t think this is particularly surprising. Playing an instrument takes focus and mental exertion which seems like it would give your brain a workout. Another aspect of playing music that might be the factor in brain training is that you need to work on listening skills to be a good musician. This can help in processing audio information, not just music but spoken words also.
Here’s and article about the study.