If you live in London go to Denmark Street just off Tottenham Court Road. Plenty of decent ones there. I have a Hohner Pro Harp in C, and you'll want to get similar. Hohner are good, and there's another brand I've forgotten the name of, but they'll be in any shop that sells Hohners. You'll want to get it in C, rather than a blues harp if you are starting off, because that's the key in which you can learn the basic melodies, and scales and stuff. I've got the "Complete Learn To Play, Harmonica Manual", by Peter Gelling. Excellent book, and the guy in the shop on Denmark Street (music heaven
) said that it's probably the best starting book. It comes with 2 CDs, and works slowly from basic tab form such as:
1 2 2(inhale) 3 (3inhale) etc
And then works onto actual musical notation. A decent starting Harmonica will probably set you back around £20, mine cost just over I think. But they need replacing if you play frequently because the reed dies in them, so the low price means that's not such a problem.
That's about all there is to say I think, other than, enjoy playing it, it's a great instrument and I hope to move onto a blues harmonica in the future to play some true blues stuff, but I don't play mine nearly frequently enough as I should, and I'll be getting back into it fairly soon.