Where do I start, if I know how to play musical instruments and want to make music?

Hi Alex. You said it all at the very end. What you came up with was pleasing to you but no one else. That's the trick.

Having no theory behind you is a problem for a would-be composer. Theory is the underlying foundation of music. Many assume that it's just a bunch of stifling rules. but it's actually the tools that allow you to express your ideas. No one ignores the rules. They apply them in new ways, maybe even bend them till they almost break, but they never discard them.

To not understand the logic of what makes music, well...music, leaves you in the dark. Dancers don't just throw themselves around the stage haphazardly. No matter how avant-garde the dance, there's a reason for it. The sculptor doesn't just hit a rock with a hammer, he understands his tools and techniques. Those things don't hamper creativity, they allow art to emerge from chaos.

Start studying theory. Learn what differentiates music from noise. Understand why things work the way they do. Take a class at the local college, study with a teacher at the music center near you, even just study on your own, but gain the tools you need to turn your ideas into reality.