* The sudden change in environment: Harry was likely shocked by the drastic change in environment from the bustling and magical world of the Dursleys' neighbors to the quiet and ordinary world of Privet Drive.
* The lack of magic: Harry had been used to magic and magical creatures all his life. The mundane world of the Dursleys was a stark contrast, and he might have been surprised by the lack of magical things around him.
* The Dursleys' unwelcoming attitude: While Harry was expecting a tough time with the Dursleys, the sheer coldness and hostility they displayed towards him could have been shocking, especially compared to the warmth and acceptance he received from the magical world.
* The lack of information about his parents: Harry had been raised with very little information about his parents, and he was likely eager to learn more. He was probably shocked by the Dursleys' unwillingness to tell him anything about his past.
It's important to remember that Harry was just an eleven-year-old boy who had been living in a magical world. The sudden and unexpected change in his life, coupled with the harsh realities of the Dursleys' world, would have been a huge shock to him.