One of the things we truly admire about J.K. Rowling is her knack for endings. As the fifth book in a seven-book series, Harry Potter and the Order of the Phoenix has to tie off all of the major plot arcs of the novel – Harry's resentment and anger at being in the spotlight, his estrangement from Dumbledore and his friends, and the corruption of the Ministry of Magic – while still leaving enough open-ended plot points to send us rushing to Book 6. That's why the final chapter of Book 5 is called, "The Second War Begins": it may be the end of Book 5, but it's the beginning of the rest of the series, as the second war against Voldemort grows more open and bitter. As Hermione says, "[The war] hasn't really started yet [...] But it won't be long now" (38.203).
Order of the Phoenix begins with Harry trying desperately to overhear the news, so it is appropriate that it ends with news, too: the Daily Prophet has finally confirmed that Voldemort has risen again. The newspaper calls Harry "A lone voice of truth [...] perceived as unbalanced, yet never wavered in his story" (38.10), so Harry no longer has to suffer as an outcast in wizarding society. He has been restored to his usual position as the Boy Who Lived.
Professor Umbridge has also been vanquished. After her run-in with centaurs and Dumbledore's undeniable proof that Voldemort has come back, Dumbledore has returned as Headmaster of Hogwarts School of Witchcraft and Wizardry. In fact, all of the professors whose authority Professor Umbridge undermined – Hagrid, Professor McGonagall, and even Professor Trelawney – have returned to Hogwarts. So Hogwarts looks much more like the school we know and love from the previous four books than it has for most of Book 5.
However, even if Hogwarts and Harry have both returned to their usual states, there have been fundamental changes to both of them. Just walking around the Hogwarts grounds reminds Harry of his loss of Sirius. His school no longer seems the haven it had once been. And as Harry struggles with Sirius's death and the revelation of Voldemort's much-desired prophecy, his usual end-of-term socializing with Hermione and Ron loses some of its glow.
Instead, Harry seeks out the Gryffindor ghost, Nearly Headless Nick, to ask some unanswerable questions about the nature of the afterlife. He also bonds with Luna Lovegood about the possibility that the dead are "just lurking out of sight, that's all" (38.193). Harry's melancholy, serious questions seem like an appropriate conclusion to Book 5, the darkest and most emotional of the series so far.
But even if Harry is haunted by Sirius's death and by the threat of Voldemort, there is still hope for his future: the face-off between Malfoy, Crabbe, Goyle and the D.A. on the Hogwarts train indicates that Harry has strong allies for the coming fight. Then, when the most familiar members of the Order of the Phoenix – Moody, Tonks, Lupin, and the Weasleys – come to greet Harry at the train station and threaten the Dursleys into treating him well over the summer, we see that the Order of the Phoenix still has Harry's back as well.
Harry has spent much of Book 5 feeling isolated and alone. Now that he has lost Sirius, you would think that that sense of abandonment would get worse. However, Sirius's death shakes Harry out of his self-destructive (and self-centered) anger. In the final chapter, we watch him repairing his relationships with Ron and Hermione. We also see him aligned once again with the D.A. and the Order of the Phoenix. Harry is facing tougher challenges than ever before, as the prophecy insists he must either kill Voldemort or be killed. But he is not facing these dangers alone.