What is the best programming language for writing MIDI-interactive musical application that would be run on MAC and on Windows?
One possibility is .NET (C# or VB.Net), which runs on Windows (of course) and Mac (thanks to Mono). The downside is that .NET does not have any native support for MIDI, so you'd have to tap into two different native APIs for MIDI.
Java is another possibility, since it has a number of MIDI-supporting libraries available. Your UI is bound to look pretty terrible, though.
For both mac and windows I would suggest Java. Midi is just a protocol so any language can do it. A good framework will speed things up a lot. Java has frameworks to work with Midi and other multimedia sources.
I've written cross platform (Mac OS X and Windows) MIDI applications using C++. I used the RtMidi for MIDI I/O which was incredibly easy to get going (on every platform just it just worked out of the box). The advantage of C++ is that you can use native GUIs on each platform, but if you're not already into C++ I'd say a cross platform project is a pretty ambitious first project.