Experiment with your First Act harmonica by blowing and drawing notes up and down the length of it, so you get a feel for how to create different sounds. Blowing is when you simply push air through the harmonica by blowing through the holes, and drawing is when you inhale air through the same holes to make a different note.
Learn the different basic positions by consulting the 44-page instruction book and compact disc that came with your First Act harmonica or by visiting harmonicalessons.com. Knowing where to blow and draw notes will go a long way in allowing you to create different songs.
Study the notes on your harmonica, by looking up the note chart online or in your book. Here, you'll find the number of the hole, and the name of the note created when you both blow and draw on that hole (the key shown is in C major, which is the key of your First Act harmonica).
Practice your scales until you can play any note on the harmonica without having to look at a chart. Once you have mastered this, you can practice songs by going to harptabs.com and following their tablature. The number over the word (lyric) represents the hole, and if there's a minus sign next to it, that means draw. If there's nothing next to the number, that indicates that you should blow.