Anybody here play the harmonica?

First, whistling and harmonica are not related. So put your fears to rest!

I have found that harmonica was extremely easy to take-up. It takes a little practice and there are lots of help-tutorials on YouTube that can get you started.

One thing folks don't often realize is that harmonicas generally come in a specific key. Therefore, if you are wanting to be able to play along with folks eventually, you'll need a whole collection of harmonicas so that you can match the key of the song that is being played.

Musician's Friend has a great kit called "Hohner Blues Band Seven-Piece Harmonica Set 1501" for less than $30 with a whole set of harmonicas. They're pretty good harmonicas and they'll get you started off right.

Otherwise, if you just want to start with a single harmonica, be warned that a really cheap harmonica will just hinder your efforts. Be prepared to spend at least $15 on a single harmonica (go with Hohner or Lee Oskar) so that you are playing something that won't fight you.

Your inability to whistle won't matter. Get a good Harmonica, but it need not be expensive. A Hohner Marine Band will do, I'd start with one in C, or you might like the "golden melody" line better, again in C, or maybe Bflat if you plan on playing blues. Lee Oskar is all right too. Maybe you get a small set, maybe just one until you find out whether or not you're going to take to it.