Beginner Tips #1 - Relaxed Hold
Though holding the harmonica will surely become important within time... for techniques such as the Wa Wa, Hand Tremolo and playing through a Bullet Mic when it's time to have fun playing through an amplifier... focus more on your embouchure at first (lips, tongue, throat and jaw position), making sure your hands are not in the way of your mouth and are relaxed so that you don't introduce tension into your embouchure and body. So... relax your hands... use a loose hold (generally in the shape of the recommended hold) and focus on proper technique on the harmonica.