Sometimes, instead of holding a note for its full value, you can start on a note (e.g. a bent note) and immediately move to another note. These very quick notes are called grace notes. Bent grace notes can be thought of as a wah sound produced by the mouth. The "w" is the grace note and the "ah" is the following note held for its usual length of time. Bent grace notes are indicated in the notation by the letter w above the note to which it applies.
Here are some licks which make use of grace notes. Take them slowly at first and try to memorize each one.
Here is another lick containing both slide and bending grace notes.
This 12 bar Blues in the key of G sums up all of the techniques presented in the lesson. It also contains double stops (2 notes played together). Listen to the CD and try to copy all the sounds you hear. Then try to memorize the solo one lick at a time. A great way to memorise something is to learn to sing it. First, listen to the CD many times and try to imitate the harmonica part using sounds close to the ones made by the harmonica (wah, ta, etc). Then try singing the harmonica part without the CD. Once you can sing something, you have it well in your memory and should find it a lot easier to play.