I think it was Sonny Terry who said the harp is a blind man's instrument. Meaning that it is all ear and you have to learn by listening to others and experimenting.What you have to learn first is bending notes. I suggest that you use draw on the 3rd or 4th hold to practice. I wasn't born with a good ear and I had trouble telling when I had the bend exactly a semi-tone, so I did buy a book/CD that concentrated on Blues Harp, and that did help. I still sit next to the speaker and listen to the examples of bends and then make them myself. I haven't played a tune in weeks; but I think once I get that I will take off quickly.
The book/CD I used is "John Sebastian teaches Blues Harmonica" by Homespun Tapes. You can get it from them at http://www.homespuntapes.com; but it is put out by Hal Leonard, so it probably appears in music shops too.
There was another book/CD combo that looked good called "Beginning Blues Harp" by Don Baker. It takes things a little more slowly than the Sebastian book. It has one fatal flaw, however. Whoever made the CD didn't put any band markers on it, so you can't find your place. I also like the songs Sebastian teaches a little better.
Murray