Tick anything you already have, in any order. Quests unlock once this is done.
C is the key every lesson and tab is written in. A cheap plastic-comb harmonica from a real brand is fine, and toy ones are genuinely unplayable.
2 things left above. Quests are real things you go and do, so they only make sense once you have what you need.
First one waiting: Play a single clean note, not a chord