Bands that introduced a new instrument

a flute is hardly a new instrument but I get where you are going.
What about Rolf Harris and the wobble board?

I think there was an Aussie band called the Bush Wackers that had a whole lot of silly instruments like the stick with beer bottle lids and using an empty beer case ("slab" for anyone not from Sydney) as a kind of drum.

I reckon Cabaret Voltaire and Throbbing Gristle were among the very first groups to employ tape recorders.

Bela Fleck and the Flecktones are certainly up there in incorporating a wide variety of instruments into jazz: drumitar (an entirely new instrument), banjo, bassoon, English horn, clarinet, steel pans, tabla.
Oh, and a Tuvan throat singer.

I remember 808 state's Pacific state TOTP performance many moons agi featured some very strange electronic clarinet contraption

Oh, that and Julian Cope who introduced a new microphone

Beatles -- sitar

Beach boys - Theremin

Cathedral Bell - AC/DC

Microphone dildo -- Donna Summers
Love To Love You Baby
Contemporary legend had it that she had used two microphones when recording this song -- one to sing with.

the people that came up with the idea of using bagpipes in heavy metal (Korn?)

Here's a bagpiped up, Bon led AC/DC trundling through the streets of Melbourne that would predate Korn by a few years.

What are all those people doing in the background of the Donna Summer clip? Are they on drugs and throwing themselves about in gay abandon? Especially the blond haired clown with the sock shoved down his tights.