VERNON: I'm warning you now, boy. Any funny business, any at all, and you won't have any meals for a week. Get in.
By "funny business," Vernon means Harry's ability to practice magic. He eagerly separates him into a different class than the Dursleys, even though Harry's more powerful than them in so many ways.
HAGRID: Oh, um, I'd appreciate if you didn't tell anyone at Hogwarts about that. Strictly speaking, I'm not allowed to do magic.
Another sign of class distinction, thrown out so subtly we almost miss it. Hagrid's a servant at Hogwarts, not a student. Therefore, no magic for him.
HAGRID: They're goblins, Harry. Clever as they come, goblins, but not the most friendly of beasts. Best stick close to me.
Social divisions aren't limited to human beings in this world. Goblins clearly hold a very structured place in the world…and are subjected to some quiet prejudices for it.
WOMAN: Anything off the trolley, dears?
RON: No, thanks, I'm all set.
HARRY: We'll take the lot!
Ron's sad little sandwich is a subtle indicator of his social class. His family can't afford to buy him snacks on the train, but Harry—with gold coins burning a hole in his pocket—is happy to help him out.
HAGRID: This boy's had his name down ever since he was born! He's going to the finest school of witchcraft and wizardry in the world, and he'll be under the greatest headmaster Hogwarts has ever seen: Albus Dumbledore.
Just so we're clear, Hagrid explains that Hogwarts is truly the place to be, meaning that its students are automatically members of an elite by default.
DRACO: You'll soon find out that some wizarding families are better than others, Potter. You don't want to go making friends with the wrong sort. I can help you there.
There may be magic, but snooty rich kids will always be snooty rich kids no matter where you go.
MCGONAGALL: In a few moments, you will pass through these doors and join your classmates. But before you can take your seats you must be sorted into your Houses. They are Gryffindor, Ravenclaw, Hufflepuff, and Slytherin. Now, while you are here, your house will be like your family.
Just an early emphasis on how important your Houses are in this world…and by extension, how much the Houses will dictate the kind of experience you'll have at Hogwarts.
RON: There isn't a witch or wizard who went bad who wasn't in Slytherin.
Way to play into the stereotypes Ron: that's the same thinking that keeps Draco looking down his nose at you.
DRACO: You wait till my father hears about this. This is servant's stuff.
Mr. Malfoy would like to stress that he is the member of an elite upper class and wants no part of whatever philistine garbage you have planned for him. That is all.
HERMIONE: Feels strange to be going home, doesn't it?
HARRY: I'm not going home. Not really.
At the end of the film comes Harry's acceptance of who he is. That means embracing his new "family," with all of its distinctions and uniqueness.