That's a difference between Hebrew and English. In English you usually say "play piano" or "play the piano", whereas in Hebrew the instrument is generally not definite, i.e. "bepsanter" (or "bifsanter").
Well, this is a pecularity of English, when you speak about a skill in something by using something, like a fighter wields the sword, the artist works the canvas, the writer wields the pen or the farmer works the soil. The same with musical instruments. But other languages do not use the definite article, because it is not a special sword, soil, piano, or pen, you are using, but any one of them will do to exercise your skill.