Departure
The first step of any journey is to leave home. This part is known as Departure or Separation. Joseph Campbell describes five stages in this part of the hero's journey. Not every stage is present in each story, but the stages that are present always follow the same order.
Call to Adventure
The hero is called from his normal routine to head off into the unknown. Sometimes, the call to adventure is intentional. More often than not, the call to adventure is the result of a mistake - maybe taking a wrong turn on the way home. The most common call to adventure comes from a herald, the announcer of the adventure. The herald can be a person, a creature (typically a frog), or simply a dark feeling that the hero was not conscious of before.
Refusal of the Call
After the call to adventure, the hero may refuse the call. This can be anything from a slight hesitation to a simple "no" to completely ignoring the call. There are various reasons for the refusal. The hero may have obligations at home, he may be afraid, or he may feel inadequate.
Supernatural Aid
When the hero is committed to the journey, his magical helper appears. The magical helper usually gives the hero objects that will aid him later.
Crossing of the First Threshold
Now the hero crosses from his world to an unknown world. Beyond the threshold is darkness and dangers.
Belly of the Whale
This is the stage when the hero steps completely into the unknown world, leaving behind his familiar world.
In Harry Potter's case, we see the first glimpses of another world through Uncle Vernon the night baby Harry was left on his doorstep - owls, people in cloaks, a cat reading a map. Harry grows up in the Muggle world with absolutely no knowledge of the Wizarding world. He also is not given much freedom by his Aunt and Uncle. Because of this, Harry is completely surprised when a letter arrives for him. Little does he know, this letter is the beginning of his call to adventure. Uncle Vernon refuses to let Harry open the letter. Hagrid shows up as the herald who allows Harry to see his letter to Hogwarts School of Witchcraft and Wizardry.
After hearing Hagrid tell him the truth about his parents and his past, Harry says, "Hagrid, I think you must have made a mistake. I don't think I can be a wizard." Now doesn't that sound like a refusal of the call?
Luckily, Hagrid is able to convince Harry otherwise and Harry agrees to go to Hogwarts. At this point, Hagrid acts as Harry's magical helper and provides him with supernatural aid. The objects Harry needs are listed in his Hogwarts letter - school robes, books, a cauldron, and a wand (of course!).
There are two possibilities for the crossing of the first threshold, depending on your interpretation of the belly of the whale. If you think the unknown world is the Wizarding world, the first threshold would be the wall leading to Diagon Alley. If you think the unknown world is Hogwarts, the first threshold would be the barrier between platforms nine and ten (with Mrs. Weasley as another helper).