"From the V"
It's common for us harp players to sit in and play with bands we've never played with before. After you've told them the key and the groove, try having them start on the V (five). This is the last four bars of the 12 Bar Blues Progression and works great as a four-bar intro to the song. Most importantly, it gives you a little bit of time to hear the groove they're laying down BEFORE you play. What the musicians play collective creates the pitch context of the song, which determines what YOU can play as a soloist (light, bluesy... or a combination). We know this as the "feel" of the song, and a wise musicians listens before they speak.
If you're interested in learning more about opening options, visit the lesson: Performance Training - Openings, Endings and Breaks