com.gsequencer.GSequencer allows you to play, capture and create music. There is a piano roll, automation, wave form and tempo editor. Add your MIDI keyboard in preferences and connect it to a synthesizer. Optionally map synthesizer controls to MIDI control change messages. Click play. Note in synthesizer's context menu "properties" you might want to change format from "single precision float" to "signed 16 bit integer" in order to achieve better real-time behavior.