I want to learn to play a musical instrument. Do I need to know how to sing or to have rhythm in music in order to learn to play a musical instrument? I am more interested in learning Piano or Guitar or Saxophone. What do you guys think?

Piano is a good choice because if you can read piano notation you can pick up any other instrument fairly quickly. The most realiable and enjoyable path to learning to play the piano is a top-drawer interactive tool called Piano Suite Premier, available at http://adventus.com. This will walk you through the process, from novice to advanced intermediate, with lots of pieces to learn to play (900) If you're looking for a child 4-10, the best solution is Children's Music Journey, with delightful animated composer / performer characters, and a more structured approach so young students won't get off track.

No. I think it would even be weird to have to know everything before you started learning it. :^) And you never know, you may already have a great sense of pitch. I work at a company that creates music lesson software (http://www.emediamusic.com/products.html). Our interactive products have you covered with guitar (Guitar Method, or Interactive Rock Guitar) and piano (Piano and Keyboard Method) and can listen to you play to help you see where you make mistakes and help you to learn with flash cards, etc.  (these run $29.95-59.95) Nothing for sax though. Also, as you choose an instrument, try to go with what YOU want to learn vs. what is suggested. To my experience teaching music, students will always be more motivated to learn when they can pursue the instrument and genres they desire. There are also other mobile apps for learning, plus both free (YouTube for instance) and for-pay (mostly subscription-based like jamplay.com for $19.95 a month with a smattering of free to get you there) websites with videos that can teach you the basics on guitar and a few for keys.

It helps having some kind of experience with music. Even singing or humming along with the radio is helpful. Learning any instrument without much prior experience is hard, but as long as you have at least some talent and are willing to practice and be patient, you'll succeed eventually.

You don't need to have any experience in order to learn an instrument, just the desire.  Piano is a popular choice and one that is inexpensive (around $150 for a learning electronic keyboard).  check out  http://www.ivoreez.com  if you like to sing and play the piano. It's a free membership for accompanying yourself while you sing your favorite Top 40 songs.  Good luck!