Theory

There are two things you need to memorize if you wish to be a great blues harmonica player and musician.

1) The pitch set of the C Harmonica

2) The three chords used in blues, for this C Harmonica in 2nd Position, key of G (I7 = G B D F / IV7 = C E G B-flat / V Chord = D F# A C)

That's it. The knowledge of these two things is of tremendous importance to being creative in both your accompaniment playing and improvising. And you only have to do it for one harmonica... the rest are a carbon copy of this.