Growing up playing the violin, I was of average talent and met many people who had just much more natural talent at the muscle movements required to control the instrument as well as the fine hearing required to hear the correct pitch at speed. Has there been much research on what's different physically for these people? It must be something to do with the type of muscle, dimension of skeletons, quickness of nerve conduction, and probably the complexity of the area of the cortex required for muscle control. Also I wouldn't be surprised if these talented musicians have a lot more connection between auditory cortex, somatosensory cortex, and motor cortex.
I suspect the main difference is that they love playing their instrument so much that what seems like hard work to me and you is just fun to them and that that love started at a very young age. What sparked that love was often hearing a parent or elder sibling playing when they were toddlers. You will not find neurological differences. That isn't how the brain works.
While I cannot give scientific evidence, I may give my own anecdotal answer. In my own experience I have been considered very talented and gifted as a pianist. I've always performed better than others that have played for a similar amount of time and even those years beyond me. I think that yes in some part I was naturally talented however that is not what I contribute to my success. If you are familiar with a comedic YouTube channel named "twosetviolin" they often say (quite sarcastically) "geniuses are born, not created". While yes there are certainly some that are naturally talented; that talent doesn't matter without discipline and practice. In my case I would (and do) practice and play for several hours a day with a minimum of 4 hours every day (I would do more but there's only so much I can do as I am in school). I have the advantage in that I love what I do, I have no complaints doing meticulous practice every day because it's something that I enjoy. It's much like what Brian Towers said in the previous answer, that it's not so much hard work but it's a love, passion, and joy. Don't get me wrong some of the practicing can be somewhat tedious; however, for me it is very satisfying and in the end I find myself enjoying myself more than I feel worked. There are some advantages genetically such as being double jointed or having large hands; however, these do not contribute to one's success. Perfecting your craft through dedication and practice is what leads to success.
From my own experience, I would have to say it's is an amazing abundance of interest and drive. I can't say why I have the interest, I just do. And I've pursued that interest in the face of pretty incredible opposition. That takes a lot of what I refer to as drive. I feel driven to do what I do. To keep this idea in perspective, I'm pretty sure there are others that are even more interested and driven than I am, making it possible for them to achieve even more than I have. To illustrate my point I refer folks to Django Rienhardt, seriously handicapped but very talented in my opinion. He was driven.
https://www.frontiersin.org/articles/10.3389/fpsyg.2014.00658/full "The genetic basis of music ability".
This is an overview article that studies genetic basis for various music abilities but most of it is around music memory, perception, singing. Nothing specific for instrument playing.
Malcolm Gladwell can say it better than I can.
From his book Outliers:
the closer psychologists look at the careers of the gifted, the smaller the role innate talent seems to play and the bigger the role preparation seems to play.
once a musician has enough ability to get into a top music school, the thing that distinguishes one performer from another is how hard he or she works. That's it. And what's more, the people at the very top don't work just harder or even much harder than everyone else. They work much, much harder.
The reason why Mozart was so good is that he practiced a lot. And he apparently had a high capacity for practicing with attention for long periods of time. If there's anything innate, then that was it. Although I think you could substitute passion for your subject for any innate ability to concentrate for long periods of time.
That is what I noticed when I looked at high level artists. They worked like crazy, they practiced constantly. Picasso is a great example of this, as is Rembrandt. In music, look at Charlie Parker or Steve Morse or Steve Vai.
I started learning guitar when I was in my 30s. After two years of work, I was playing professionally. People liked to tell me I had talent because then they didn't have to take responsibility for not pursuing their own dreams. They didn't like my answer: I just worked hard and I worked smart, constantly working on my weak areas.