The Question and Answer section for Harry Potter and the Philosopher’s Stone is a great resource to ask questions, find answers, and discuss the novel.
The Dursleys didn't have a direct conversation on this matter in the book. But when hagrid came to pick up Harry, and tells him about his parents then Harry mentions that the Dursleys have told him that his parents died in a car crash.
Every year when Dudley's parents took him out to celebrate his birthday, Harry was left behind with Mrs. Figg. The fact that Mrs. Figg had broken her leg meant that Harry would be able to go with, thus, "Harry's heart gave a leap."
Harry buys a variety of wizard food because he's never tried it before. He purchases Cauldron Cakes, Pumpkin Pasties, Bertie Bott’s Every Flavor Beans, Chocolate Frogs, and Licorice Wands, and then he shares them all wih his new friend Ron.