I have just recently purchased a Macbook Pro and would like to connect it to my Roland RD300GX. I have a USB cable, but when I connect my keyboard to my computer, nothing happens. I've never worked with anything like this before, so I'm probably making a stupid rookie mistake, but if someone could patiently explain to me what I'm missing or what equipment I need, I would really appreciate it. Thanks.

okay,
not really the type of question forums are best suited for but here goes.

you'll need:
a standard MIDI cable
a MIDI interface that connects to your laptop via USB or Thunderbolt
software drivers for the interface
a software program to record, playback, edit, and assign MIDI data
headphones or speakers

first install any drivers your interface needs.
next, plug in the interface.
on your laptop open Audio Midi Setup. it's found in Applications>Utilites
make sure the interface appears.
now, in that same window, create a new MIDI device that we'll call 'roland rd300'.
connect the virtual patch cables between the keyboard device and the interface icon.

now you've got MIDI getting into the core midi system.

open Garageband.
you should be getting MIDI into it. a virtual instrument should be playable from your roland piano.

good luck