Are you looking for software to just play on your MIDI controller (I'm assuming a keyboard)? Because the software that is packed in is often sufficient for that. If you want to actually record and write music proper, you do need a DAW (Digital Audio Workstation).
This is an unfortunate answer, because in my years of searching I have never found a DAW that was truly intuitive and simple. If you're not used to it, you definitely will need some tutorials on how to setup your MIDI controller and how to produce sounds at all. For me, I got the basics of DAWs down using PreSonus Studio One, which has a free version. You could also go with the DAW demo software that is (most likely) included in your controller just to learn.
When you feel you got the basics, then it's worth to look at (or even try) the many different DAWs and see which one fits your workflow best. I personally landed on Ableton Live. Good luck!