As anyone who hasn't been living in a cupboard under the stairs knows, the magic wall takes them to Platform Nine and Three-Quarters, where the Hogwarts Express will take the kids to Hogwarts.
It's not just the Potter troop going, either. They're joined by Ron and Hermione, and their daughter, Rose.
Ron pulls a lame nose-stealing joke on young Lily Potter and "everyone enjoys its lameness" (1.2.2).
Considering how Voldemort didn't have a nose, maybe Ron should watch it with the nose-snatching.
Harry gives Albus a last-minute pep talk, telling him that the Sorting Hat will take his feelings into account, like it did for him.
Ron and Harry together attract looks from the crowd. They're basically celebrities, like seeing Princes Harry and William together in the same place.