Here's the backing track for "Cold, Cold Feeling". Use an "A" harp in third position. Experiment and find notes and octaves that sound harmonious to your ear. Remember, it's all about just making a good sound and simply putting it in an appropriate place. Simple is good. Find note combinations and simple riffs that fit. Make sure you play in time and remember that third position is predominantly (though certainly not exclusively) reliant on draw notes.
A Harmonica in the Key of Bmin. Background listening: T-Bone Walker - Cold, Cold Feeling
loop @ 0:24 intro & first verse
loop @ 2:52 solo
loop @ 5:20 ending
loop @ 0:24 whole song