Being the musical and artistic city it is, in Rio there is also the option to learn one of Brazil's traditional instruments such as the playful cavaquinho (the guitar's four-stringed cousin), for which private lessons are offered around the city - In this link, cavaquinho teachers from Rio can be found along with a brief description of their prices and services.

If a music school is what is being sought after, a very good choice would be the Escola de Música Villa Lobos, that offers high quality musical training for many instruments and is relatively inexpensive.