All of the below assumes whatever you do will involve daily practice (at least half an hour but an hour is better) and study (of resources on how to play). You don't need a teacher to learn harmonica but if guitar is your first instrument then a teacher is highly recommended, and for violin almost everyone needs a good teacher to succeed.
A diatonic harmonica (as opposed to a chromatic one) is definitely objectively the easiest of the three to get started on. You will have to build up lip muscles and learning to bend can be tricky, but you can be an excellent blues harpist in maybe a year. A good book on harmonica could be all you would need to learn. I taught myself blues harp with just this book and careful attention to Robert Plant's (Led Zeppelin) harmonica playing.
Guitar is also objectively easier than violin. Picking technique is almost certainly easier to acquire for most people than bowing technique, and of course violin has no frets, so intonation is a big challenge for the violin. Most people can be good to great guitarists in two to five years.
If your ear is not very developed, violin will be a huge challenge. If you're a teenager or adult and you would like to learn the violin, you can do it - I would recommend learning to sing, first or perhaps at the same time. You will definitely want a teacher for violin. Technique and intonation are much less forgiving on the violin and you'll need to learn correct technique and train your ear to be successful on the violin.
Regarding ear training, if you learn to play harmonica (which doesn't require tuning), or you learn guitar and tune it every day with an electronic tuner, your ear will start to develop naturally. Learning to sing is the best ear training, and if you are starting from a difficult place, you may need a teacher for singing. Mainly, you need to know how to match a note you are singing with a note you are hearing. That's not obvious, but I believe that anyone (or almost anyone) can be taught to do that.