When I start Cubase I get the message that MIDI out is not assigned. What am I supposed to do about that? When I go into MIDI settings I see that Montage 1 MIDI OUT is not activated. So how do I activate it?

Slow down. Let's start with what computer you are using and what driver you have installed.

Windows 7 64 bits with the Steinberg driver. My other DAW is Magix Music Studio. That one seems to work at random. I opened it again and suddenly I did hear something, 2 minutes before no luck with the same settings. And it does show that Montage Midi 1 out is active. Cubase says it´s inactive.

the real nightmare is MIDI ARP rec. It plays absolute rubbish - one wonders where the hell those awful sounds are coming from. Nothing is in sync with anything and the montage just growls and howls and even starts drumming and making weird sounds out of nowhere when the DAW isn´t even recording and running. WTF? (Sync is set to MIDI on montage and to external on the DAW, which should be right)

So after messing around some more here´s the situation. Cubase does not work and continues to show a disfunctional MIDI out. Magix Music Studio now works, I hear the Montage now, for reasons unknown, because it didn´t work at first. Now before I struggle with ARP recording, which is still a complete mess, I need to know how recording multiple midi channels works. No matter what I do, all tracks record the same notes. MIDI out is set to MULTI and different in an out channels are selected on each track in the DAW. All of them still record the same thing.
Or rather: they all record the same notes, but when I solo the tracks they will playback only the part they´re assigned to. Is this the way it´s supposed to be? That all tracks record all the notes played even if they aren´t in the range of the assigned montage part?

There is no such thing as the "Steinberg driver", we assume you mean the "Yamaha Steinberg USB driver version 1.9.9, for Windows" if yes, let us know.

You cannot guess your way through the setup, because you will get utter chaos. But strange thing when you set it up properly it works!
MIDI makes no sound, so saying you don't hear MIDI is always going to be true. MIDI signal must be route through the DAW, be it Cubase or any other DAW. They all work exactly the same, in this regard.

What you want to establish is a situation where you are routing MIDI OUT from the synth to a MIDI Track set to receive the data and echo it back (also called "Thru") to the Montage tone generator which will output audio to your speaker system.

When you select the "MIDI Rec on DAW" this turns Local Control Off. Which disconnects the Montage keys from the Montage tone engine.
This is why you get no sound.

To remedy this it is necessary to route the MIDI messages which travel OUT via USB to the computer, to a MIDI Track to receive MIDI IN from the Montage-1 (via Port 1), this track must be active (selected), it's MIDI OUT should be sent back to the Montage.

When recording MIDI multi-timbrally with the Montage from the HOME screen
Press [CATEGORY SEARCH]
Touch "Init"
Select "Multi/GM"
This will place one Part in each of the 16 slots and set you up for basic MIDI recording.

Yes, using the latest Yamaha Steinberg USB driver.

OK, I finally hear sound in Cubase too. I did a multitrack recording with an Init Multi/GM performance. It works but again, all tracks record the same notes. I set up 3 note ranges with different sounds, bass, middle and top. All 3 recorded tracks look exactly the same. On playback they only playback the range of their part, the other notes stay mute. Is this the correct way? Do you have to manually erase all the other notes if you want visual distinctions between your tracks? (I´m probably thinking wrong when I expect the tracks to record only notes within the range of the corresponding part.)

Use this opportunity to learn something about MIDI that you obviously do not know. This will stop some of the frustration you are experiencing.

Yes every track records the same information. That is how it works. When you play a MIDI note or move a Controller and send a controller message, it automatically includes the channel. So that channel setting you see on the track is funneling all the channels you recorded to that single channel. Ouch!

Therefore any MIDI track set to receive the data records all the data. If you are transmitting on one MIDI channel, you can record to one track. But if you are recording multiple MIDI channels you still need only one track. Because the MIDI channel information keeps things separate.

The channel you set on the Track Inspector is rechanneling the multiple channels to just one channel. If you record four Parts from the Montage to four tracks you get chaos because you are not understanding how MIDI data works.

You would either need to filter all other channels from being recorded to each track, or set the DAW to a single Track with that channel set to "ANY". "any" sets it so that the track records and plays back the channel it received without altering it. The only reason to split MIDI data to separate MIDI tracks is to edit it more easily. And that you can do AFTER you've recorded it.

MIDI Data can exist on one track because MIDI has a channel system.

So I expressly started you with Single Parts - using the "Multi/GM" template to ease you into the experience of recording 16 Parts to 16 Tracks.
But ... Well, you didn't want to do that apparently. You're guessing again at what to do. And you are guessing wrong.

Try, just for learning purposes, to record using the Multi/GM template, get comfortable with recording Single Parts. Jumping right into Multi-Part recording is confusing if you don't understand how MIDI data and Midi Tracks work.

We'll warn you ahead of time, it requires some changes when Arpeggiators are involved.

No I am definitely not a midi wizard... I have just recorded single tracks all my life.
The reason I recorded on 3 different tracks is because I just get no sound when I follow your multi GM example (recording to one track with all the keyboard controls off on all the parts and switching between sounds by pressing the part buttons). This only produces sound when done in standalone mode. As soon as I go to "midi to daw" everything goes mute. I cannot get this working according to the instructions so far.

I am frustrated that I even have to be dealing with Cubase right now. It´s too much for me all at once. I don´t even know the basics of that software, don´t know a single shortcut, don´t know how to move forward, zoom in and out etc, I don´t have the time to learn all this all at once and I just want to record something like a montage multichannel preset right now in my DAW that I know by heart and this doesn´t work. I can´t believe how hard this is.

I set it to multi and I managed to record 3 tracks with separate midi channels. It worked, but produces midi chaos, aparently.

It may seem counterintuitive but a MIDI Track is able to record all 16 MIDI channels. If you are recording three PARTS, use just 1 Track - set the track to Channel = "ANY". Usually the first track is listed as '1', change that to "ANY".

MIDI tracks only need to be separated AFTER you record, when you want to edit them. ALL 16 MIDI Channels fit on one track, trust me. It is one of those things that really stumps folks at first. MIDI events include the channel. The item on the Track rechannelizes all the data to a single MIDI channel, which is NOT WHAT YOU WANT.

ANY = the MIDI data will go back OUT on the Channel it came in ON. That is what you want!!!

OK, I have switched back to the ole Magix Music Studio DAW, and I did your Multi GM example, with keyboard control off and chosing different parts by pressing the buttons. With one little difference: leaving it on standalone. It did record, and I was able to separate the tracks. wow! this did not work for me in cubase so far - I dissolved the midi track and nothing happened. Clearly, Cubase is something that I need to learn with the manual, page by page, before it will be usable. I will get to that, but not right now. Montage comes first. So, is it tragic to stay in standalone mode instead of "midi to daw", if the result is as desired?

actually, it also works when set to "midi to daw" now. (just not in cubase cos I guess I don´t know how to set that one up to work.) and arp recording also works today - miracle - yesterday just weird freaky sounds and totally out of sync, today in sync and recording arp notes - settings always the same - it´s spooky. Will need further observation.