Harry's parents just died, and Dumbledore, Minerva, and Hagrid are dropping him at his cousins house.
10 years Later notes keep flying in with a note to Harry, and only Uncle Vernon and Aunt Petunia know who it is from, and wont let Harry read them, so they go on a trip.
Uncle Vernon thinks that nobody will be able to deliver the letters, and they didnt, until they heard a knock at the door.