You can use your hands to add effects to your music. Cup your harmonica in your hands in such a way that you can enclose it completely to muffle its sound. Then by opening and closing your hands with each syllable you will be producing a "waa-waa" sound. By rapidly opening and closing your hands you will be producing a tremolo effect. By opening your hands wide and forming a megaphone you will increase the volume.
The effect is much more evident to those standing in front of you. You are behind your harmonica and it is not as pronounced. Try standing in a shower where you can hear the sound waves bouncing off the walls.
Do you have to play clear single notes?
No, not really. At first it is a little difficult to get just one note. Most beginners will play holes 3, 4 and 5 when trying to play hole #4. And that is OK. Many old timers play the harmonica just like that. When you do, you are playing chords. And often it sounds rather nice. However, eventually you will want to be able to get clear single notes. This will come in time. Just keep trying.
Pop Goes The Weasle
Ring Around The Roses