Questers,
I have played music with both of my daughters since they were born. As infants I danced with them in my arms, and usually by the time they could pull themselves up they would 'dance'. I also started painting when they were around 6-8 months old...finger paints first and then moved on to large brushes that are made easier for kids to hold. Every summer, even as newborns, I brought my kiddos in the pool. I don't believe really anything is 'too young' for children to experience as long as they are supervised properly for the activity. We do a lot of art and music related activities here at home during the week.
If you are speaking more of classes like a swimming class, painting class, or dance class that really probably depends on your finances and what you think is important for your child to experience. I did a mommy-and-me type gymnastics class with my oldest daughter when she was 18 mos. old for a couple months. She is taking swimming lessons this summer (3.5 yo). My philosophy as far as activities go is that I will introduce a different activity to her each summer, fall, or spring. I am only choosing one activity at a time for now because I don't want her to be stressed and over scheduled at 3.5 years old. I will vary it between sports, art, and music related so she is able to try out different things. She has expressed an interest in softball so I will be looking for a little league in our area soon. Maybe after that I will look into music lessons. I figure eventually she will find something she really enjoys and want to stick with it!