It's played first of all in dance at a milk bar regularly (9)
I believe the answer is:
balalaika
But I can't explain it at all! Could you help me understand?
(Other definitions for balalaika that I've seen before include "Stringed instrument used for Russian folk music" , "Three-stringed, triangularbodied Russian instrument" , "Russian triangular musical instrument" , "Instrument with three strings and a triangular body" , "Three-stringed instrument used to play Russian folk music" .)