The
reason Harmonicas are available in different keys is so Harmonicas players can
play with bands and accompany singers etc. A guitar or piano is capable of
playing in all keys whereas a Harmonica player has to use a different Harmonica.
If
you are learning and playing by yourself then it will not make any difference,
but should you ever wish to play with a band you will need to remember you are
in the key of F but by that time you will probably have a few different keys. It
is not unusual for a Harmonica player to have six harps in all the various
keys.
I will persevere in F and see how things develop. I await the day when i need a C to perform at my best ;-)