How to play the harmonica skillfu?

It very much depends on what style you want to play in. If you are interested in Blues harmonica, there is a good site below. Learning any instrument seems hard at first and the harmonica is no different (though a lot easier than many). Probably the hardest part is shaping the mouth so that only the note(s) you want are open. For a good tone, don't forget that the harmonica gets it's tone by (a) correct breath control - you should use your diaphragm to control your breathing - and (b) the shape and size of your mouth - the larger the mouth cavity, the deeper and richer the tone becomes. Learning the notes of the scale - the breathing pattern for the notes you want (blow, draw, blow, draw, blow, draw, draw, blow for the octave from C to C', for example) - should be practised until it becomes something you no longer need to think about. "Little and often" is usually the best way to practice - start off with 10 or 15 minute sessions one or more times a day. Soon you will be 'thinking' harmonica, even as you hum a tune to yourself! Choose a simple tune to begin with and practice playing it until it sounds the way you want.

You can exercise through youtube..