1st Position commonly called Straight Harp
Usually involves playing the melodies, to play along with a song use the harmonica that is in the same key as the key of the song..
2nd Position commonly called Cross Harp
Typically used to play blues, rock, or country styles and involves using the harmonica 7 notes up from the key of the song eg
Music in A use E Harp or
Music in G use D Harp
Note: See the gray column in the table above.
3rd position - also used to play blues and rock styles.
If the key for the Song is Am then use a G Harmonica