I have tried–and pretty much failed–to learn all the instruments mentioned here: guitar, harmonica, recorder, penny whistle. The reason I failed is simple–I never practiced.
These are all instruments that are easy to play something recognizable with little effort. The harmonica is the coolest and most portable. The penny whistle is probably a little easier than the recorder. The guitar probably has the fewest limits in terms of what you can eventually do with it.
But my advice is: pick any one of them. Practice regularly. You will learn it in short order. Finding a teacher or a class would probably help a lot, but if you practice you will learn it. And if you don’t, you won’t.