But that's only the beginning. The bagpipe (defined as a bladder air reservoir with one or more reed pipes) first appeared about the time of Christ in the Middle East.
"Native" forms of the bagpipe are found from India to Ireland -- some blown by mouth, some by bellows. I have seen and have known players of: Irish pipes, Scottish pipes (Highland and parlour), border pipes (Scotland & England, several flavours), English pipes (well, Northumbrian), Swedish, Polish, Macedonian (at least a couple varieties),, and have seen Lancastershire, French (several varieties), Belgian, Spanish, Italian, and some Middle-eastern ones I don't know much about. Have yet to encounter a volynka (Russian pipe).
The first known piper (I have read, can't confirm it) is Nero. Apparently known as a musician, there is a record of some promise he made to the gods, that if [X] took place he would perform for the public on a pipe and some other instrument. (Can't confirm this.) Makes you wonder, though... in Nero's time the fiddle was hundreds of years still in the future...
I like them, but a noise like that is just asking to be made fun of.