The first step
Hold the harmonica with the lowest notes to your left (the channel numbers along the front of the instrument facing upwards) like this:
Put your mouth against the harmonica and blow. Don't bother about how many or which channels you blow into yet. If you do it right, it should sound something like this
Doesn't sound too bad, does it? What you just played, was the chord named C major - or usually just C.
That's why we say the harmonica is tuned in C, btw. When you blow into it - no matter where - you get the notes that belong to the C major chord.