On first reading of Ch.1, I got the impression that Harry was giving too much credit to the possibility of magic being real, since the prior must be such that even taking the effort to make the test would be incorrect. But now it's blatantly obvious that the whole cognitive distortion event was caused by magic!
But this bizarre certainty... Harry was finding himself just expecting that, yes, a Hogwarts professor would show up and wave a wand and magic would come out. The strange certainty was making no effort to guard itself against falsification - wasn't making excuses in advance for why there wouldn't be a professor, or the professor would only be able to bend spoons.
Where do you come from, strange little prediction?
(Notice a reference to belief in belief, distinguishing true anticipation.)
I would say that while there are hypotheses with such low priors as to make it irrational to expend the effort to check them (and Harry would probably have assigned such a low probability to the existence of HP-style magic, and magical Britain, before he got the letter), one of these hypotheses being promoted specifically to your attention in the manner of the letter probably raises the prior to the point where it's worth testing, at least.
Update: Discussion has moved on to a new thread.
After 61 chapters of Harry Potter and the Methods of Rationality and 5 discussion threads with over 500 comments each, HPMOR discussion has graduated from the main page and moved into the Less Wrong discussion section (which seems like a more appropriate location). You can post all of your insights, speculation, and, well, discussion about Eliezer Yudkowsky's Harry Potter fanfic here.
Previous threads are available under the harry_potter tag on the main page (or: one, two, three, four, five); this and future threads will be found under the discussion section tag (since there is a separate tag system for the discussion section). See also the author page for (almost) all things HPMOR, and AdeleneDawner's Author's Notes archive for one thing that the author page is missing.
As a reminder, it's useful to indicate at the start of your comment which chapter you are commenting on. Time passes but your comment stays the same.
Spoiler Warning: this thread is full of spoilers. With few exceptions, spoilers for MOR and canon are fair game to post, without warning or rot13. More specifically: