From Amazon to YouTube, there are dozens if not hundreds of websites which can teach you to play a harmonica. There are stores that sell harmonicas. There are people who build harmonicas. Everything relating to harmonicas can be found on the internet with the flick of a mouse-tail.
Pull up your favorite search engine (mine is Google) and type in "Free harmonica lessons online." Aren't there a lot of musicians out there who are more than willing to share their knowledge with you? Some are more attractive, than others and some of the sites work better than others. However, with just a little research, you will find what you are seeking.
If you'd like to learn through a video tutorial, but don't want to spend a lot of money on instructional DVDs, you can go to You Tube and type in "harmonica lessons". There are over 2500 videos to choose from. From beginners to Blues, you have a wide, varied choice of learning to play your harmonica. And almost all of the videos found on YouTube are free!
If you want to learn from a real person, type into your search engine, "Harmonica teachers for ___ (your state). You will find many listed. Choosing that special one may, however, take some effort and time - and may even take a lot of trial and error. Don't get discouraged, though: when you do find the instructor you like and are comfortable with, you and your harmonica will be very happy!
Your local Yellow Pages will give you a large list of music stores which offer on-site lessons. Browse your local music stores and see what you can find. There are as many different kinds of harmonicas as there are venues of music. You will find the one that speaks to you and feels comfortable in your hands and on your lips.
My advice is for you to find the harmonica you like, and then check eBay or Amazon or some sites like those where you might get a better deal money wise. Or start with a cheap one and test out different brands while you are learning to play that one. The biggest brand name would likely be Hohner. But there are other ones out there that are just as good. Again, test them out before you invest in the one or the many that you will end up keeping for a good long time.