Communicating between GUI and controller class using Mediator pattern
Since you only support a limited subset of messages you might want to consider using an enum to represent the different kinds of messages.

I think you're building yourself a god-class though. Instead of having everything running through the MidiController (which makes the Mediator Pattern basically useless) you could just as well couple GUI and Controller directly. 

Interestingly that's the more often used approach, to have the Controller take the role described as Mediator in the link you provided. This is especially interesting because it is not guaranteed that you have similar "suppliers of information" for your GUI. 

I think the Mediator Pattern overall is the wrong pattern for your situation :/