for harmonica i think the best way anybody can learn is by playing along with harmonica recordings and learning and/or improvising to what you hear.
http://www.harmonicaclub.com/phpBB2/index.php there is alos lots of knowledgeable people here too for specific inquires, but I agree with chuck
I found some good stuff with Clusty.com. It's a search engine. Just type in "learn harmonica", and it should bring up good stuff. The complete idiots guide to playing the harmonica is good, as well. You might check the junior college, or a city rec services directory, if you're in a moderately populated area. That's where I learned.
I already play three other instruments and I'm really having trouble picking up the harmonica on my own. If you can afford it and if you can find someone who gives lessons, get lessons (to get started at least).
some tips: DIAGHRAM! - Work that bitch! try breathing as fast as you can using mainly your diagphram, it's great practice. SUCK and BLOW! - Try holding a breath in or out on a note for as long as possible, this will give you control and eventually help ya find some of the harsh notes that sound oh so good. PRACTICE! - I know, it's a cliche, but a good one. I've only been playing for about 4 months now and (not to toot my own horn) I sound pretty damn good for only 4 months. Practice is key though, I play at home, on the riverbank, while walking, even while driving. Playing along to music is great too, try and find some of the freak musicians, or try emulating the horn parts in non-harp, horn music. COMFORT! - Play what's comfortable for you, trying to emulate someone else's style is good, but get comfy in your own style first. GOOD LUCK FRIEND... LOVE
Not sure if you like the song heart of gold by neil young, but i found this tab for it. Got a harmonica for an early christmas present last week, been getting the hang of it. The thing im finding most difficult is moving up or down 2 holes, like missing one out, but im sure it will come with practice. Anyway good luck with learning! Neil Young - Heart Of Gold First Solo 4B 6B 5D 5B 4D 4B 3B 6B 7B 6D 6B 6D 6B 5B 4B 4B 4B 5B 5B 5B 5B 5B 5D 5B 4B Second Solo 4B 6B 6B 5D 5B 4D 4B 3B 7B 8B 6D 6B 6D 6B 6D 6B 5B 7,8B 7,8B 7,8B 6,7B 6,7B 4,5B 4,5B 4,5B 4B 4D 4B 4D 5B 5B 4D 4B Third Solo 6,7B 6,7B 7B 6D 6B 7B 6D 6B 6D-b 6D-b 6B 4D 4B 5B 6B 5B 6B 5D 5B 6B 5B 4D 5D 5B 4,5D 4B 4B 4D 4B 7B 6D 6B 7D 6D 6B 6D 6D-B 6B 5B 4D 4B
