Trying to figure out the notes of a song just by listening is a great ear training exercise along with the instructional videos.
Sometimes a lot of beginners tend to rely on harmonica tabs too much. For many beginners there should be a happy medium between tabs and ear training.
I'm always happy to know that you are trying to figure out the notes by ear. :)
In a short time you will be able to tell the key of a harmonica, and type of harmonica just by listening! :)
Also, as a reminder, many people have mastered the harmonica who had zero ablility when trying to play by ear.
And ask yourself who excelled in music and was deaf?