This is the single most difficult part of playing the harmonica.
Being able to play a clear rich single note instead of a bunch of blurred ones is the single most difficult part of playing the harmonica. The shape of the lips and mouth you need to play a single note is much the same as whistling.
First pucker up your lips as if you were going to whistle, like this.

Then push your lips out as far as they will go whilst still leaving a small hole in your lips to blow through.

Now bring the harmonica up to your lips and try blowing on hole 4.

You should hear a clear rich single note, like this.
If you don’t try adjusting the shape of your lips, or try making the hole in your lips smaller. Make sure that your lips are not pushed on the front of the harmonica but are over the top and bottom of the covers, this makes for a better tone and gives an airtight seal. Try other blow holes, like blow hole 1, blow hole 2 etc.
Once you are happy that you are getting clear rich single blow notes try a suck hole 3, suck notes tend to be a bit more tricky because it takes more puff and you’re more likely to lose air through your lips. This particular stage of learning to play the harmonica can take quite a while to master, just keep going over and over this page, you’ll get it in the end.