I recommend you start with a harmonica in the key of C for several reasons. Most importantly, a C harmonica will enable you to be in tune with the majority of beginning level harmonica lessons.

Choosing Your First Harmonica: Chromatic harmonicas have wider range and play any note, suited for classical and jazz. For beginners, diatonic is recommended. Key: Start with C. It's versatile and allows you to play many popular songs.

There will be some difficulties when you start. You can't learn any instrument without facing any hurdles at all. However, compared to other instruments (guitar, piano etc), the harmonica is definitely one of the easiest to learn. You will be playing songs within a few days (or even hours)...it's that easy!