My mother used to read sheet music in her spare time (in her case, on the bus on the way to work); I always thought it didn't sound helpful but she swears it helped her play the piece later. I never tried it but I probably should have--I've always been an abysmal sight-reader.

Figure out what you want to play (not only what instrument, but what style of music). I took piano and guitar lessons and both were largely wasted because I had no idea what I wanted to do with them. Piano lessons did teach me to read music (sort of), but I spent a lot of time complaining about the *awful* music in my lesson books and I never got to be that good. Likewise, 95% of what I know about the guitar I learned from books or from other players. It wasn't that I didn't have a good teacher, I just didn't know what to ask of him.