The "Key of A" harmonica is a lot deeper than the C harmonica which makes it feel quite different play. The lower keyed harmonicas feel slower to resonate and like they require more air. They will definitely build up your stamina.
The A harmonica will let you play in the key of E (this is the easiest key for guitarists to play).
This is a higher harmonica and it will feel like it responds much quicker. They need less air to resonate then the lower key harmonicas.
The harmonica will let you play in the key of A (also an easy key for guitarists).
This means you can play in the key of F. The Bb is a lovely in between harmonica. It is not too high and screechy or too low and slow. Instead, most techniques will feel relatively easy on it. Indeed, traditionally Bb is the harmonica you start on to learn playing overblows.
This is suitable for playing in the key of D. It is a very low harmonica and sounds best when you are playing rhythmic chugging and slow melodic phrases.
The F harmonica allows you to play in the key of C in 2nd position. It is a very high harmonica and when you are practicing by yourself it might feel like it is screechy and strident. Do not worry about this. When you play with a band, the high pitch of this harmonica will sound sweet because it is different to the lower instruments playing with you.
How do you remember all these keys?
To remember what you are playing in 2nd position just count up 4 letters up from the key of the harmonica. A, B, C, D, E, F, G so a C harmonica in 2nd position is played in key of G. This works for all keys except B and Bb. B in 2nd position is F# and Bb is F.