I go from Minneapolis to New York/Newark to Dusseldorf to Nuremberg. When do I go through customs, or is that only on the way back? I'm really nervous because I am also flying with my cello and had to purchase a seat for it.
Assuming that you've bought this flight as a single ticket, your baggage will almost certainly be checked through (ask at the checkin desk to be absolutely sure), which means you won't get it until Nuremberg (Nürnberg), so that's where you'll go through customs (anything else would not make sense for the customs agents).
Nuremberg airport has only a single exit from the baggage claim, presumably with different lanes, green for "nothing to declare" and red for customs inspection. If you're unsure, just use the red lane and ask (The website of the german customs agency specifically mentions musical instruments solely intended for private use, but is worded a bit confusingly).