Should i use "to play piano", "to play guitar...violin" with

Should i use “to play piano”, “to play guitar…violin” with articles?
I think i am giving wrong information to my students…I have told them that in general when you introduce the information need to say: I play guitar. My student said that he was told to use it with Definite article. And how about Violin and piano or other instuments?

I very frequently hear or see the article omitted in references to what someone plays in the context of a band. “Joe plays guitar, and I play saxophone.” I encounter it elsewhere, too, but that’s where it seems to be most common. I definitely prefer the definite article. It’s consistent with the use of singular countable nouns.