Harry found Magic to be rather… curious. For a long time he didn't know what made him so different from his cousin. He wasn't sure why rule number one applied to him when it didn't seem to have such a large effect on other people. At first, he thought his differences were because Harry was not their son, only their nephew, and this is what caused his Aunt and Uncle to treat the two boys so differently. That theory was blown apart when Dudley had some of his friends over and they were treated similar to Dudley despite not being related to the Dursley's in any way.
When strange things started occurring around Harry, things that didn't occur to other people, he began to understand more. Broken bones would heal overnight (not perfectly, mind you), his hair would regrow after his Aunt sheared it off, appearing on the school roof when he wanted to be somewhere safe.
It was this last experience that intrigued Harry the most. When thinking of somewhere safe he most certainly did not consider the roof as a viable option. It wasn't even the barest thought in his mind. He couldn't deny, as he sat on top and looked down at his confused cousin, that it was indeed a great place where no one could get to him. And it was this experience that made Harry decide that magic was curious.
Magic seemed to be a self-aware force, something that watched over him and protected him as he needed, like a guardian angel. He had no thought about hiding on the school roof, or any roof for that matter. Yet magic still decided that was the best location to place him to keep him safe. It appeared to be something that acted on its own with no thought or direction from Harry himself.
As he pondered more on it, he considered another option. Could it be that magic was so instinctive, so intrinsic to who he was, that he was capable of these feats without being consciously aware that he was doing so? If that was the case, what could he do while consciously controlling this force when unconsciously he was already accomplishing such powerful actions?
This is what lead Harry to sitting in his pitch-black cupboard late one night after his relatives went to bed while trying to convince himself that his life would end if he didn't produce a ball of light over his hand. Every unconscious act of magic before had been to save him, so all he had to do was convince himself so absolutely that he was in another such situation. He knew that if he didn't produce a light that the monster in the corner would attack him and kill him. Only if he had a light would he be able to scare away the beast that was getting steadily closer and stalking him like prey. He let fear consume him as his heart rate sped up and triggered his natural fight or flight response, because if he did not get a light in the next five seconds he would die!
For the first time Harry felt a tugging in his abdomen, like something was being pulled up and through his arms, leaving his body, and finally coalescing into a bright ball of light sitting over his palm. Harry marveled at his success before he could feel something snap as that same feeling of motion rushed back down to settle once more in his abdomen.
It was enough, however. Harry had proof of his magic. Proof that he could control what was previously unconscious actions. Beyond that, he had something new to study while he was locked away in this little cupboard. So he began what he later would know to be meditation as he worked to find that ball of magic in his abdomen and started to pull it to the surface of the body. Eventually, he would work up to sending it outside of his body to do as he wished. So he diligently worked, always in secret, always in silence.