Transcribing Tip - What Position
Now that you've figured out the key of the song, the next step is to dig in and work out what the harmonica player is doing. BUT, even though you may have figured out the correct key, you might be in the wrong position. As a young harmonica player I would often try to learn a new song and I would figure out two-thirds of it, with the rest being a mystery... thinking, "This player is GREAT, I can't even find the other notes he's playing." I would give up and inevitably come across the song again down the road and with more educated ears notice that he was playing in a different position than what I was working it out in.
Don't assume a song is in 2nd Position. If the song is in the Key of A for example, grab your D Harmonica (2nd Position), A Harmonica (1st Position) and G Harmonica (3rd Position) and play along with the harp player for a couple licks on each harp to MAKE SURE you're using the correct harmonica in the correct position. As time goes on and you've studied many songs in 1st and 3rd Positions, you won't have to do this, you'll recognize the traits of a given position quickly and away you go.