Relax and Get Comfortable
The first thing you'll notice when picking up a harmonica is how easy it is to play chords and to pick out simple tunes right off the bat. This is one big reason why the harmonica has become such a popular instrument in folk music as well as in rock and jazz, and why hundreds of millions of them have been manufactured over the years.
Spending some time just breathing through your harmonica is a good way to get a sense of how the instrument feels and the degree to which you feel comfortable with it so far. In fact, most people get a sense of contentment just from hearing the sound the instrument makes when blown. It can be very relaxing just to breathe through the low end (holes 1-2-3) of the instrument and listen to the hypnotic alternating chords your breath produces as it blows and draws over the reeds. This is also a good focusing exercise to shift your mind from the other concerns of your day to preparing to play the harmonica.
If you then play around a little by just blowing and drawing chords up and down the instrument you'll begin to understand what your harmonica is capable of doing, and how your breath affects the low, middle, and high reeds differently. As you get up to the higher reeds and the space the air is coming through becomes smaller, the amount of air you can blow or draw through the reed is reduced, and thus you'll find it takes less air to move the reed and get the note. Consequently you'll be inhaling or exhaling less volume of air when playing at the higher end of the harp, and using more volume of air when playing at the lower end.