Inspired by the original Riley:
My prefix is used on the lake
My infix, an adventurer can take
My suffix was worshipped by ancient hearts
My whole is made of many parts
Orchestra? This fits the musical clue in the title.
My prefix is used on a lake:
“Or”: An oar is used to row a boat. Or is a homophone.
My infix, an adventurer can take:
Chest - an adventurer could find a treasure chest.
My suffix was worshiped by ancient hearts:
Ra: the Egyptian sun god.
My whole is made of many parts:
An orchestra is comprised of multiple parts for different instruments.