This was just an ordinary street full of ordinary people. Could there really be piles of wizard gold buried miles beneath them? Were there really shops that sold spell books and broomsticks? Might this not all be some huge joke that the Dursleys had cooked up? If Harry hadn't known that the Dursleys had no sense of humor, he might have thought so; yet somehow, even though everything Hagrid had told him so far was unbelievable, Harry couldn't help trusting him.

Harry Potter and the Philosopher's Stone - Chapter 5 : Diagon Alley
See this quote in the Pensive -