As you learned in lesson 6, the 12 bar Blues is a pattern of chords which repeats every 12 bars. A chord is a group of three or more notes played together. It is possible to play chords on the harmonica and also many other instruments including the guitar and keyboard instruments such as organ and piano.
Usually an accompaniment to any melody or solo contains chords (e.g. guitar accompaniment to harmonica melody). The chords in that accompaniment come from the same key as the melody and are often built from the major scale of that key.
When you play cross harp, you are playing in the key of G. This means that all the scale degrees for cross harp playing relate to the note G. This means that the chords for the accompaniment will come from the G Major scale which is shown below.