In one long-ago episode of the Simpsons, Ralph Wiggum had a flute up his nose. It was a long time ago. Specifically, this was the episode where Bleeding Gums Murphy died.
Today, playing Wikipedia Roulette, you are going to find out that a flute up the nose is done in some cultures on purpose. Unsurprisingly, the instrument is called a nose flute. It's found in Hawaii, DR Congo, China, the Philippines, New Zealand and India.
Here's a sample of the Hawaiian one, the most prominent of the nose flutes, also known as the ohe hano ihu, and more on why in blazes you're playing it with your nose. I'll just let the expert talk...
When playing it, you want to breathe gently. First off, it's not going to sound very good. Second, you never want to blow your nose into your musical instruments if you can avoid it.
If you'd like to buy one... unfortunately, this appears to be one of the few things you can't buy on the Internet. So you'll have to make your own. That's what you're supposed to do anyway. It's pretty simple; all you need is a stick of bamboo wood you can blow into, preferably with a thin wall, and get both your hands onto. Put one hole into the side of the wood towards the end; that's where your nose is going to go. Close the nose end of the stick. After that, place a couple finger holes onto the same side of the wood; those are your finger holes. It's your call as to how many holes you want, but the standard is three, with the middle hole in dead center.
That's really about it. The sound you get out of the flute is going to depend on the size of the stick's cavity, the length of the stick and the location and size of the holes. Every flute is going to sound different.
After that, it's a simple matter of explaining to your friends that, no really, this has REAL CULTURAL VALUE and will you stop talking about how you bent your wookie already.