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.
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.