Filming on the project began on Saturday (14May16), with Harry, 22, arriving on set in Northern France on Sunday (15May16).
Harry is reportedly getting acting advice from his co-star Mark, 56, who won the Academy Award for Best Supporting Actor for his role in Steven Spielberg's espionage thriller Bridge of Spies in February (16).
"Mark is aware of it being Harry's first acting gig and is happy to help him," a source tells Britain's Daily Star newspaper. "Harry has been working hard and studied Rylance's performances as part of his prep(aration)."
When accepting an award at the British Academy of Film and Television Arts (BAFTA) TV Awards earlier this month, Mark spoke about working with Harry and joked, "My 11-year-old niece has taken interest in my profession all of a sudden because of Harry Styles."
The Steal My Girl singer is the newcomer in a cast featuring a number of acclaimed actors including Tom Hardy, Cillian Murphy and Kenneth Branagh.
Harry has already cut off his long locks for the role, in order to adopt a hairstyle appropriate to the British military in the 1940s.
And he also reportedly undergone a bootcamp designed to simulate the conditions experienced by soldiers and sailors during the Second World War.
On Monday (16May16) the first pictures of Harry dressed in a British army uniform on the set of Dunkirk emerged, posted on Twitter by a user with the handle, @lipsofhareeh.
The film, which will tell the story of how British soldiers were evacuated from the beaches of Northern France in May and June 1940 in order to evade being captured by Nazi troops, is scheduled for release in July next year (17).