"Okay, it's time to head to Diagon Alley to purchase your school materials. Everybody ready? Everybody have your sandwiches?"
"Mum, I forgot to tell you. Harry's never attempted to travel using the Floo Network before. Hagrid took him to Diagon Alley, instead," said Ron.
"N-n-never? You've seriously never used Floo powder or the Floo Network?" Mrs. Weasley asked, concern written all over her face.
"Sorry, Mrs. Weasley, but I've never even heard of Floo Powder before just now."
" O-okay. Well, ih, Floo powder is really fast, but if you've never used it before—"
"He'll be all right, Mum. He'll just watch us first." The twins both grabbed a pinch of Floo powder, pitched it into the fire, intoned "Diagon Alley," and vanished into nothingness.
"Um, okay. It looks pretty easy . . . How does it work?"
"Harry dear, just grab a pinch of the Floo powder, toss it into the fire, step in, and announce your intended destination." Mrs. Weasley explained.
"Thank you, Mrs. Weasley."
Harry proceeded to pinch a small amount of the Floo powder, and tossed it into the green flames. Stepping in, he spoke, "Diagon Alley," but unlike the twins, Harry did not vanish. Something was off, because instead of disappearing, his body transformed into a cloud of smoke that wandered away from the fireplace.
The Weasley's immediately noticed what was wrong. First, his eyes were open, instead of shut as they should have been. Second, his elbows were hanging out away from his body. Third, his body was fidgety, a definite no-no for Floo travels. Last but not least, he did not enunciate his words. While he meant to say "Diagon Alley," he ended up saying "D-die Gone Ally."
Sadly, "D-die Gone Ally" was not the name of any Floo address of any Wizarding home or establishment, and so, combined with the other flaws, Harry turned into smoke.
-ololo-
Muggles can believe some pretty insane things. If something doesn't fit their reality confines, they explain those situations with more mundane and normal explanations. The Mist form Percy Jackson and the Olympians series is one example. In the fourth book of that thrilling five book series, Percy causes a monster to come out of Mount St. Helens. The normal, ordinary humans thought it was a massive volcanic eruption that caused a horrible, chaotic wave of storms that travelled across the nation.
So what do Muggles come up with when a wizard comes tumbling out of your oven, along with a tray of burning chicken?
According to Billy Bob Jones III, it was a burglar accidentally breaking an oven in an attempt to steal some food. After all, the burglar did look freakishly underfed.
But what does the same muggle come up with when the same wizard climbs back into the burning oven, throwing powder and speaking incoherent words and dissipating into smoke?
Well, apparently, this muggle was an attention-seeker wanting his 15 seconds of fame. The next day, Muggle tabloids would be running the terrified Billy Bob Jones III story of a burglar attempting to steal his dinner before disappearing during a big explosion.
Eventually, while the 'burglar' never got caught, Billy Bob Jones III got majorly wealthy through his crazy story and ended up buying a massive mansion in the Beverly Hills, never to be heard from again.
-ololo-
As for Harry, he found himself back in the Weasley's fireplace, covered in soot and ash, and – somehow – even thinner than before. He got a more in-depth talk this time about the Floo, and, after watching another Weasley go through, this time Ron, tried again. This time, though, he did not go up in smoke, but rather vanished, only to reappear in the place he was supposed to – The Leaky Cauldron, at Diagon Alley. As the final Weasley's stepped out of the fireplace, they reassembled, together, and went out to shop away.