A keyboard musical instrument supports lessons in practicing musical performance on a keyboard to allow users to learn musical performance expressions. In accordance with a teacher's model performance, performance data representing operations of keys of the keyboard, pedal depression data representing operations of pedals, and damper position data representing positions of dampers in action mechanisms are created and recorded on recording media such as flexible disks. When a student plays the keyboard musical instrument, the performance data, pedal depression data, and damper position data are reproduced by means of the recording media, so that they are displayed on the screen of a display, wherein the prescribed keys to be depressed are sequentially displayed in a piano roll form based on the performance data, and wherein depression values of the pedals and positions of the dampers are displayed based on the pedal depression data and damper position data.