I was given a french horn but I haven't a clue as to how to play it...?

I'm a sax player and the french horn is already quite a challenge. I was given one by my uncle and I have been trying to play it but when I blow into it I get about 3 different pitches. Am I just creating different octaves because I'm losing air support? How do octaves on a french horn work? Anyone who plays and has any tips on how I can learn a simple scale or two (I have the charts) I'd really appreciate it!