Does anybody know a free or maybe a cheap software (Windows PC) to visualize the MIDI signals. I am not talking about synthesia videos with bars falling down. Just a simple keyboard with coloring the pressed keys and also a pedal.
Something like @iternabe did in this video:
I am just afraid this solution is part of pianoteq package and it doesn't come cheap nor for free.
That's Pianoteq. They have a free demo version.
Reaper should be able to do this, too, I think. Reaper is free, very powerful, but with a bit of learning curve.
iternabe Thank you for your quick response.
It says Reapers is only free for 60 days, after this you need to buy it. 
Pianoteq free would be an option. It says:
Restrictions in trial versions:
8 notes are disabled (silent): F#1, G#1, A#1, C#5, D#5, F#5, G#5 and A#5.
Must be restarted after 20 minutes.
The problem isn't the silent notes, as long they are displayed in the virtual keyboard. I am more afraid of the 20 min restart. I see myself a few attempts of recording and my best one will be interrupted by software, haha. (You know, I am a believer in Murphy's law). Maybe I should stop my recording sessions after 15 minutes of failures anyways, and drink a cup of coffee. 
Does pianoteq allow to change the screen layout? E.g. to see the pedals on the left or right side of the keyboard? I am planning to record myself but having the bottom section of the video with keyboard + pedals in one rectangular area. The pedals on top require more steps in video post-processing.
I was also thinking about musescore, but the highlight-colors on the black keys are very dark and it don't show the pedal.
WieWaldi I am more afraid of the 20 min restart.
You can proactively restart Pianoteq just before your recording session, I suppose. I ended up liking Pianoteq sound (color & timber) so much I bought it after trying for one day. It is that much better than the Roland sound in my FP-30X.WieWaldi Does pianoteq allow to change the screen layout?
No. The screen layout is fixed.
WieWaldi I was also thinking about musescore, but the highlight-colors on the black keys are very dark and it don't show the pedal.
Musescore won't work AFAIK. When I opened my MIDI in Musescore, the software tries to make sheet music. In the process, because it does not know the time signature, and my playing is never perfect, it tries to guess each note's timing and sometimes slightly alters them to fit. Then, when I play it back in Musescore, what I hear wasn't exactly what I played.
I googled around for a while and found a suitable software(s):
MIDIculous-4
The free version has a lot of limitations, but it displays the keyboard, pedals, notenames and chordnames. TBH - everything I asked for...
ChordieApp
Costs only $25 - got the info from this video YouTube-Link
I'll post a copy of my next video from the Easy Blues Piano Course here to make this thread "solved". Just gimme 2 or 3 more weeks to learn all the stuff and do a proper recording.
I promised to post a video with MIDIculous as virtual keyboard. Here it is:
In OBS I selected keyboard and pedal from MIDIculous and placed it where I wanted them. The rest of the screen was green color:
The video itself was recorded with a camera (4k) onto a SD card. With Videopad-software I layed the OBS-capture over the video from the camera and applied a green-screen effect to the OBS-capture. This allows me to do camera-movements like a slow zoom-in or a slide.
Next step would be to find a software that displays a virtual keyboard with all colors configurable. I want ALL keys (black and white) to be solid green, but becoming different color when pressed. With greenscreen filter this could work on top of a filmed keyboard with my fingers on it.
Anybody an idea what virtual keyboard is capable of doing this?
WieWaldi Anybody an idea what virtual keyboard is capable of doing this?
I think you could likely do this with Keysight, it's pretty flexible/configurable (though no pedal visualization as far as I know). It's $29 USD on Steam for a perpetual license. It might have flashier illumination effects than you're after, but could be worth a look. At the very least, you can have the inactive keys and background black in Keysight, and configure the illumination however you want, and try something like an additive blend in OBS (or editing software like Davinci Resolve, etc.) to make the whole Keysight output invisible except for the active keys and overlay it on your keyboard camera.
There's a Discord server where the dev often helps folks figure out how to do all kinds of interesting things with it. He's also really responsive to feature requests (or at least he has been in the past). I think he's currently reworking the whole app architecture from the ground up in version 2.
This isn't the exact effect you had described, but like I said it's really configurable. Here's one possibility (you could just scrap all the flares, falling notes, etc, and use whatever texture you like on the keys):
Another example, since it's using a 3D model (of a Roland FP30, specifically) you can pick any angle you want and superimpose the Keysight visualisation on your real keybed. This one would look better with some anti-aliasing (and he has falling notes in it which I don't believe you wanted), but you get the gist:
