The Composer Is Dead is hilarious and educational. What can be better than that? It introduces the instruments in an orchestra through an investigator's attempts to solve the murder of a composer. There's a picture book and CD, whereon Lemony Snicket reads the story accompanied by original orchestral music. Seriously, it's hilarious. I love it.
It's entirely possible that if you don't appreciate the humor in A Series of Unfortunate Events, you won't like this much. Here's a video with Lemony Snicket and Nathaniel Stookey, the composer, which is making me laugh right now.