The harmonica is great for playing slow plaintive melodies such as the following song Shenandoah. You probably already know the sound of this melody and other folk melodies. It is important to work on playing such melodies by ear.
Listen to the recording and sing along with the harmonica until you have the melody in your memory, then work on reproducing it on the harmonica. Make a habit of doing this with as many melodies as possible. Developing the ability to play by ear will help you in a number of ways. It will enable you to respond quickly to what other musicians are playing and will help you develop a repertoire.
This 12 bar Blues is a good exercise for building a strong, consistent tone. It contains a quick 4 in the second bar. Learn it from memory and listen to the tone as you play.