So, I just got my first song using the harp, and I've totally forgotten how the song went. I thought, no big deal, there's always a reminder somewhere. After digging around for a while, and even returning to the spot I learned it, I really just can't figure out how to do it. Thanks!
There are actually no songs for you to select on the harp. You just play the harp in certain places. The only difference between initiating one song or another is where you play the harp.
I understand the confusion as all other zelda games with instruments had specific patterns you had to play to activate the song. (Which is a better way of doing it IMHO)
Okay, I've figured it out, in large part to Ronan's answer.
There are basically 2 types of places that you play songs.
The first is where blessed butterflies appear. Basically try to follow the beat as given by the movement of the wii mote, it should be close enough after a second or two.
The second is in places where you have to specifically play a song. Some kind of a pulsating circle will show up. Try to move the wii remote to the rhythm of the beat.
While there are technically songs, it really doesn't affect much how you play. All it will do is allow you to play the harp in the right spot, with the right tempo coming from the pulsating circle.
If you are playing a song somewhere that just doesn't seem to work, and isn't one of the two above items, it's probably because it won't work, period. Keep looking for a better place to play, etc.