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This paper presents the outcome of case study research on concept formation and creativity in the development of instrumental skill in music performance. Contents of one masterclass from each instrument of a world class symphony orchestra were analyzed using the following criteria: aspect (of musical activity discussed), modality (of instruction), referential directness (direct, indirect, oblique), method of instruction (what is to be done and how), instrumental particulars (bodily systems engaged). In instrumental performance, musical thought directs attention to the coordination of bodily systems involved in sound activation. Musical thinking is a restructuring of the particulars of this engagement to achieve a focal target. Focal targets may be drawn from a number of domains of coordination at different units and levels of analysis. This work challenges the long-held view that the concepts of musical thought are music-structural: occurring on a materials basis, defined by categories derived from listening to musical sound. Rather, this work demonstrates that movement is the home domain for concept formation in instrumental performance, not sound as previously supposed. Furthermore, this method of understanding cognition in instrumental performance may lead to a greater appreciation for cross-genre and cross-cultural studies of cognition in musical activity.