Two solutions to play MIDI files:
excellent sound: timidity + fluid-soundfont-gm
fair to good sound: Audacious + AMidi Plug Plugin + fluid-soundfont-gm
Timidity is a command line tool. Play files one-at-a-time, or play an entire directory. Timidity will also direct output to audio file (could be mp3 or ogg) with the identical sound so you can use them on any player. Get rid of the MIDIs.
If you want a playlist and graphical interface and controls, try Audacious.