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The Hohner pocket pal is a very good choice for a beginner.

It is cheap: less that 20US. Very sturdy, so you neednt worry about breaking or losing it. It has a plastic comb, which makes a tight seal. This in turn ensures no leaks and so is good for bending. The reeds are good quality and stay in tune well.

The disadvantage is that it only comes in C. This is great for any beginning player. When you get good enough to play with others you will need to look at other models to complete your set.