Yeah the thing about playing the harp is that in order to be able to play along with a variety of songs, you're going to need harps in a variety of keys. After that, for straight blues songs, you just gotta know which harp keys go with which blues keys, depending on whether youre playing straight harp or cross harp. From my experience, cross harp is a bit easier, but less melodic, and there are a few notes which simply don't fit. Straight harp is more difficult because you really need to know more about which scales you're playing.