The Instruments of the Sirens are a collection of instruments that must be played to wake the Wind Fish. In The Legend of Zelda: Link's Awakening, Link had to find all eight instruments hidden on Koholint Island in order to go home.
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What Link didn't know, is that the Wind Fish's sleep was also being perpetuated by Nightmare. Link had to defeat him in order to awaken the Wind Fish so that he could leave Koholint Island. Link also discovers that Marin's song The Ballad of the Wind Fish was really the Song of Awakening. The island, and its inhabitants (and in fact, the instruments themselves) were all part of the Wind Fish's dream. The only things that remain after the instruments are played are the Wind Fish, and Link himself.