I don't know why you got the violin, but I know a little about the Henshin Jo.
What worked for me to change the Tamagotchi into the Henshin Jo:
Make sure your Melodytchi isn't wearing the kimono.
Then open up the Henshin Jo. The guy working at the Henshin Jo should say some stuff, then it should open a menu and you should select the first option in the menu.
If no menu shows up and you just end up back in your home screen, then you don't have what you need to get the Henshin Jo character.
Agh, I hope this made sense. My explanation was confusing even for me.