Maybe Dahlgren used his leg as a percussion instrument.

Back to the original question, though.... I think this has already been said but back in those days, a lot of people played instruments because live music was one of the most prominent forms of entertainment. There was no recorded music, no TV, no radio, so people had to make their own. And since dancing was a major form of exercise and recreation, somebody had to play the tunes! and if there was nobody to play the tunes, well, that's where mouth music comes in (babayagawatermelon)... although I don't know how prominent that was in the Colonies.