The melodica is an interesting musical instrument. A combination wind/keyboard instrument, you select your notes or chords with the keyboard and blow through the mouthpiece to make sound. You generally just hold it up to your mouth, sort of like a trumpet, although they usually come with a long tube you can use so that you can hold it away from you (easier to see the keys you're playing), or set it down on a table to play two-handed instead of with just one hand.
It has a harmonica-type sound, because internally, it has reeds that vibrate from your breath, like a harmonica. With the keyboard, though, you can do more complex things than a harmonica: complex melody lines or unusual chords or clusters.
Since it's a wind instrument, breath is important. It takes more air to play lower notes (thicker reeds?) or chords, so a good lung capacity is helpful--or else plenty of breaks in the music to catch your breath. Since you need to press the keys AND blow air through it, you can do different things with your technique depending upon how you combine the key presses and air blows. Unfortunately, it's hard to do pitch bends. You can kind of fake it with partial key presses, but doing tremolo with your breath is pretty easy.
While the melodica can be fun to play, the reeds frankly give it a cheesy kind of sound. It seems to me that it takes more effort to make it "musical". Still, it never hurts to have another sound you can throw into the mix, or if you need to "fake" a harmonica. I especially like using it as a rhythm instrument with complex chords, but that's just me.
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