Surprising headcanon: Undyne plays the piano
Unsurprising headcanon: She takes roughly the same approach to music as she does to cooking
Turns out she sounds pretty good (and usually nothing combusts) -- Gallifreya
Somehow, it was obligatory for an Ambassador's quarters to have a piano. It was always there. When Frisk was a guest of any other place, there would always be a room with a piano in it.
Frisk would ignore it for the most part. If there was a thunderstorm, it would become part of a blanket fort. On days when Frisk was feeling particularly active, they would sit and play Chopsticks or run their hands up and down the octaves.
Mama Toriel had a teaching job, and could not always come along. When she did, she would get Frisk to 'help' her play the piano by laying Frisks hands on top of her enormous paws. Those visits were full of ancient songs.
Most of the time, it was one or another of her friends. Alphys would teach fractions and harmonics, and the reasons why some sounds were pleasant to the ear while others were not. Mettaton would use the piano for a photoshoot, and leave scuff marks on the polished surface. Sans would make a blanket fort, regardless of the weather, and fall asleep inside. Papyrus... would play the Wake Up Lazy Brother song and make Frisk laugh.
Asgore would play songs that made him cry, remembering his lost children.
But Undyne... Undyne was always a treat. Not only did she approach everything as if it were an enemy to be victorious against, but she could actually play. In her own fashion.
Frisk always asked for sheet music when Undyne was their escort. It was always a joy to watch Undyne peer cyclopically at the pages, set them up on the piano... and then attack the keys.
From Brahms to Hardcore Metal, Undyne always attacked the keys. There was no such thing as pianissimo, and if she wasn't sweating by the end of the piece, she would swear that she had done it wrong and try again. Fiercer.
It made Frisk laugh, and disturbed the hell out of whoever they were visiting on Ambassadorial business.