5. After you learn how to make good tone acoustically, learn to get a good sound plugging straight into your amp, without reverb, delay, or other effects first. Learn to make that work before you start layering effects into your sound.You may have already heard this: An amplifier amplifies what you put into it. And that's really what it's supposed to do. There are a lot of beginning players who put a lot of effort into covering up their own sound - disguising themselves - with their amplification. They plug in a bunch of pedals, they search for the perfect microphone, or amplifier...
Now don't get me wrong, I like playing with gear as much as anyone, and I like to 'put a little stink' on my sound when I plug in. But that's not what I'm talking about here. I'm talking about how you the player sound. You know, all the great harmonica players sound fantastic with no amplification. Not just good, not even 'just' great; fantastic. Acoustically. You have to get there first if you're going to be a great player: get to that tone.
Learn to make a good sound with your instrument acoustically. If you don't do this first, you'll have no real foundation upon which to build.
After you can make yourself sound good acoustically, try working with your amplifier 'unadorned', by which I mean just the amplifier, no effects. Build slowly on that, without adding too much artifice to your sound.
The big message that you must learn here is it takes work to sound good. You can't short-cut it, you have to do the work. If you try to layer other stuff into your playing before you have that solid foundation of acoustic 'tone' (good sound), you'll sound weak. And you'll still have to go back eventually and learn this stuff.
When I got serious about learning this instrument, I worked only on tone for years before really trying to learn riffs, songs, or other techniques. A good place to work on your tone is in the bathroom, because you can hear yourself better with your ears there (brighter room, more sound reflected back to you), and there's usually a natural reverb quality to what you hear. Work on long tones. Work on your vibrato (slow, medium, fast). Work on your breathing. Make the harmonica sound pretty.