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Fear
[The black dog appears in the park.]
When Harry flees from the Dursleys, he thinks that things can't get much worse. But being alone, in the dark, and encountering a snarling dog is pretty freaky. Not enough to make a room in Uncle Vernon's house look appealing, but still scary, and quite a way to start the movie.
STAN SHUNPIKE: That is Sirius Black, that is. Don't tell me you've never been hearing of Sirius Black. He's a murderer. Got himself locked up in Azkaban for it.
The threat of Sirius Black hangs over Harry even before he gets to Azkaban. Even before we learn that Sirius might be targeting Harry, we're still nervous that a deranged maniac is on the loose.
RON: I felt weird, though. Like I'd never be cheerful again.
The Dementors are the essence of fear itself. What could be scarier than never being happy again?
HARRY: But someone was screaming. A woman.
For Harry, the Dementors are even more terrifying, because he hears the screaming of a woman whom he believes to be his dead mother. Yikes. That's the stuff of nightmares.
DUMBLEDORE: Dementors are vicious creatures. They'll not distinguish between the one they hunt and the one who gets in their way. Therefore, I must warn each and every one of you to give them no reason to harm you. It is not in the nature of a Dementor to be forgiving.
The Dementors make Hogwarts into a terrifying place, instead of a safe haven. (We still think that a Dementor-infested Hogwarts is less horrific than, say, an abandoned amusement park.)
DUMBLEDORE: But you know, happiness can be found even in the darkest of times if one only remembers to turn on the light.
Our resident Yoda is basically saying that, even when you're scared, you need to look for something positive to get yourself through the darkness. Easy for one of the most powerful wizards on the planet to say!
LUPIN: What really finishes a boggart is laughter. You need to force it to assume a shape you find truly amusing.
Lupin teaches the students the "Riddikulus" charm to combat boggarts. It's a wise lesson, one that can even be followed in real life. Simply laugh in the face of fear, and suddenly you're not scared anymore.
LUPIN: That suggests what you fear the most is fear itself. This is very wise.
Lupin should leave the words of wisdom to Dumbledore instead of cribbing this bon mot from FDR.
RON: It's meant to be the most haunted building in Britain.
In a book filled with fear, there's plenty of foreshadowing that the book's climax will occur in the "most haunted building in Britain," the Shrieking Shack.
LUPIN: Dementors affect you most because there are true horrors in your past. Horrors your classmates can scarcely imagine. You have nothing to be ashamed of.
Poor Harry. The Dementors take advantage of his past trauma when they prey on him. And this history of trauma is a part of Harry's character that will return later in the books.
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