A tip on all this stuff–keep things simple. For me, early on I got distracted by all the different programs and plugins and stuff. I cut things out and these days I mostly use 3ds Max and Photoshop. I highly recommend keeping the number of tools you use just to the essentials. For example, if you learn 3ds Max then you don’t need to learn Maya, you don’t even really need Motionbuilder either. For games, it will be much more useful to learn Substance since it’s specifically designed for that. I would keep your tools down to something like 3ds Max, Zbrush, Substance, Photoshop and you could do as much as you need.
As far as other stuff goes–if you want to do these things well then you need to focus on one thing, you’re not going to make high quality music if you’re also trying to do high quality 3D art. For example, the people that made the characters for Uncharted are very skilled, it involved more than just one person to make a character–they had the Zbrush artist but also had a shader programmer and separate riggers and animators, plus programmers to add special features like some complex physics. You might be able to do something of that quality someday, but not if you’re trying to do absolutely everything