If you don't already play the harmonica, the first skill to perfect is to be able to play one note at a time. Also, you should be aware that there are two ways of getting the notes, one by changing your mouth-shape so as to blow or draw through one hole at a time (pucker embouchure) and one by covering four holes with the tip of your tongue and uncovering just the hole you want to play (tongue-blocking). I played for years unaware that anyone did the latter and it's been a bit of handicap that I can't do it.   One other thing is that you should play your harmonica with a relaxed mouth (counter-intuitive to start with!) and you should breathe gently from your diaphragm. Forced breathing will result in a thin, harsh tone and will drastically shorten the life of the harmonica. You'll know all about it when reeds start to go flat. Enjoy!