A bagpipe is a musical instrument that's played by blowing into a bag through a pipe. The bagpipes are commonly associated with Scotland.
It's more common to use the plural form — bagpipes — or even "the pipes" or "a set of pipes." The music produced by bagpipes is distinctive, with a constant harmonizing sound being produced by the drone pipe, and no rests between notes. The bagpipe player squeezes the bag with his arm as he blows a pipe called a chanter, and in formal situations he might wear a kilt and knee socks.