Hi Donna, welcome to NR.
You don't say what your budget is, but as it is your first camera you should think about something which you can use straight out of the box with a lot of automatic functions. Then when you have learned how to get decent results and want to learn more, you can switch it to one of the modes where you have more control of the results. Your wish list for lenses is going to be where the money is though with such diverse needs. I would suggest:
Camera: D5000 (good used), Lenses: 18-105mm zoom for general use (you will use this more than any other I suspect), 35mm f1.8G for low light and 70-300VR for sport.
Start with the camera and 18-105 and see how it goes because you may decide that is where it ends. Be advised that unless you have special permission nowadays, you are going to be asked to leave your DSLR camera with the security people at reception at live music shows, so if that is important to you you ought to consider a smaller camera as they are very capable and more acceptable to the authorities. Stoopid but true.