Winded
Is it normal for a newbie to get winded when practicing or playing a song? The reason I am asking is that I am not sure where to breathe and the draws and blows don't seem to be deep enough. Even practicing the one note embouchure makes me feel like I am sucking air after.
You definitely want to get below the ribs.
Having the rib cage moving up and down - and often the shoulders rising and falling along with it - is too much motion for too little result.
Expand the ribs and keep them that way, keep the shoulders still, and let all the work happen from below the ribs and above the belt - that's where the real power is.
You could have a leaky harmonica. What brand and model are you playing?
You could also be leaking air through your nose or lips. Any breath the doesn't go through the harmonica is leakage.
Pretend you're blowing up a balloon - something you can't do with your nasal passages open. You don't need an actual balloon; the back of your hand will do. If your cheeks balloon up when you exhale and suck
in when you inhale, your nose is closed.
Check for the sound of air around your lips - especially the right and left corners of your mouth, where upper and lower lips meet. You need to get the harmonica far enough in your mouth so that it's always touching the corners of your mouth. Always keep your lips relaxed, though. (If you're puckering, press the cheeks in to narrow the opening in your lips. Don't tighten or bunch up the lips.)
Breathe deeply from the area below your rib cage. This gets your entire air column working, so you have the maximum amount of air available.
Try playing long sustained chords (using Holes 1-2-3-4), alternating exhaled and inhaled breaths for up to 4 seconds in each direction. Breathe gently but steadily -no big bursts, jut a constant, steady flow of air through the harmonica. This can help you build up your ability to use your lung capacity in a controlled way and will also get you accustomed to getting a full sound out of the reeds with minimal effort.