Holding a harmonica properly is the first step toward playing it successfully. If you’re a lefty, follow these instructions but reverse the left and right hands.
Make sure the harmonica is right-side up: The holes of the harmonica should be facing you, with those that produce the lowest notes on the left and those that produce the highest notes on the right. Most harmonicas have the numbers 1–10 embossed on the top cover plate over each hole. The leftmost hole should be numbered “1,” and the rightmost hole should be numbered “10.”
Diatonic
Hold the body of the harmonica in the left hand between the thumb and index finger. The three remaining fingers will then be curved slightly, to form a small resonating space. Place the flat of your right hand over the harmonica (not the mouthpiece side!), and enclose it, forming a tight cup. Optimally, the cup should form a large resonating space.
Tremolo
With the left hand, hold the harmonica somewhere around the left of the center. If one has the strength, hold the harmonica with the thumb and index finger, and let the three remaining fingers curl together to form a resonating space. With the right hand, hold the harmonica somewhere around the right of the center. If one has the strength, hold the harmonica with the thumb and index finger, and let the three remaining fingers curl together to form a resonating space. The fingertips of both hands should touch each other, while the palms face each other. Some players also recommended crossing the fingers to ensure a good resonation is formed, but this may hinder the movement of the harmonica.
Chromatic
There are quite a few variants for holding a chromatic. One is a deviation of the diatonic hold, using the right thumb to work the slide button. This is particularly used by Blues player, which often play Chromatic in 3rd position only.
The other popular variant is very similar: With the left hand, hold the harmonica somewhere around the left of the center with the thumb, index and middle fingers. Then twist your right hand along the wrist, so that the fingers point to a two o'clock position and palm facing up. Place the right palm at the bottom of the harmonica (usually sit right below the left thumb) and wrap all the fingers except the index fingers around the harmonica. If done properly, the right wrist will form a right angle. Your index finger will be touching the slide button, and will always be touching there, regardless if you use the button or not.
If it's a 16-hole variant, hold it in similar manner, except your cup will be located closer to the center. Alternatively, break up the cup.