Gary's violin appears to be a brown classical violin with four strings and a bow. The song Gary plays is called "Lonely Violin." It has no tuning pegs and is quite oblong. Because of Gary's size, the violin is played on the ground like a cello or double bass.
Role in episode
SpongeBob is adding ingredients for his sundae. He can't find anything in the cupboard but "boring" bananas and cherries, but finds a huge bag of onions and sets it on the table, preparing Gary to play the violin. The latter is then shown with the violin and meowing. He begins to play a sad song on it, prompting SpongeBob to burst into tears. SpongeBob does so as he cuts his onions to the tune.