Music is a universal feature of human culture, linked to embodied cognitive functions that drive learning, action, and the emergence of creativity and individuality. Evidence highlights the critical role of statistical learning—an implicit cognitive process of the brain—in musical creativity and individuality. Despite its significance, the precise neural and computational mechanisms underpinning these dynamic and embodied cognitive processes remain poorly understood. This paper discusses how individuality and creativity emerge within the framework of the brain’s statistical learning, drawing on a series of neural and computational studies. This work offers perspectives on the mechanisms driving the heterogeneous nature of statistical learning abilities and embodied mechanisms and provides a framework to explain the paradoxical phenomenon where individuals with specific cognitive traits that limit certain perceptual abilities excel in creative domains.