Along the subject of learning music through your instrument, if you're planning on learning both piano and violin eventually I highly recommend starting with piano first. Most (western) music is based off of the piano, and learning it first gives you a really good foundation that makes learning other instruments WAAAAY easier.
Plus, from a more practical standpoint piano has the most practical application in terms of actually getting out and playing. There's not a lot of gigs on violin unless you're lucky and skilled enough to get in on the orchestra thing. There's way more opportunities to play on piano, particularly since it has jazz and (some) popular applications as well as the classical stuff.
In terms of actually learning to play the instrument:
Play scales and always make sure you are playing in tune with the violin. You don't want to train your ear wrong, so have a tunner since you can't play with others. That's the main thing. Nothing you do will get past playing scales in tune. That's the main thing you need to do. Once you can play every scale, in tune, with ease, memorized, then its just a very easy but gradual climb from there.
I both agree and disagree with this. On the one hand, he's totally right that if you're seriously into learning to play music you're gonna have to deal with this at some point, and the earlier the better. That said though, this isn't where I'd recommend starting. Learning scales (or rather learning to play comfortably in all keys - not the same thing) is crucial, but running scales is tedious and starting there as a stone-cold beginner is likely to burn you out. If you want to learn to play music, start by learning some simple songs, aka playing music. Make sure you're actually having fun before you start grinding out technical studies and stuff. THEN start in on the scales and other stuff to build up your chops.
Oh, and like most everyone else here is saying, getting a private instructor to guide you through the beginning steps of learning to play your instrument is going to save you a ton of time and effort. It's also really easy to learn bad habits trying to teach yourself how to play, and getting a teacher neatly sidesteps that issue and can save you a huge amount of grief later on. I HIGHLY recommend getting one, at least getting started.