Bagpipes are a class of musical instrument, aerophones, using enclosed reeds fed from a constant reservoir of air in the form of a bag. Though the Scottish Great Highland bagpipe have the greatest visibility in the English-speaking world, bagpipes have been played for centuries (and continue to be played) throughout large parts of Europe and the world.
A set of bagpipes minimally consists of an air supply, a bag, a chanter, and, usually, at least one drone. However, learning the art of playing this instrument is a complex task with a lot happening at once and a lot to do at the same time. Once you inflate the bag and the four reeds start sounding, you're committed.
Therefore, learning to play the Bagpipe requires a measured, systematic approach and some guidance and instruction from a professional trainer would be immensely instrumental. The bagpipe itself offers numerous challenges aside from the actual playing. Setting up a pipe and its reeds, and the all-important tuning processes, involve techniques that can take years to learn in bits and pieces and would require some amount of guidance.