Harry’s mother Lily wrote a letter to his godfather, Sirius Black, a few months before she died and it remained in his bedroom at twelve, Grimmauld Place until discovered by first Severus Snape, then by Harry Potter (DH10, DH33).
The first paragraph of the letter thanked Sirius for sending one-year-old Harry a magical broomstick for his birthday, which would have been July 31, 1981.
According to the letter, Bathilda Bagshot, an elderly neighbor and author of History of Magic, was the only one besides the Potters who attended Harry's birthday tea that year. Lily wrote she was sorry that Sirius couldn't be there, but it was understandable as he and other friends were busy working for the Order of the Phoenix. Lily hoped that Sirius could visit soon because James was getting tired of being cooped up in Godric's Hollow and couldn't go on any "excursions" because Dumbledore had borrowed his Invisibility Cloak.
Peter Pettigrew - referred to by Lily as "Wormy" (for Wormtail) - had been to visit and seemed depressed. Lily thought it was about the deaths of their friends, the McKinnons (PA10). She had no idea at that time that her little friend Peter had come under the influence of Voldemort and was passing secrets to him, or that as Secret Keeper he would be the one who eventually told Voldemort their exact location (PA19).
Lily mentioned that they had a cat, and Harry wondered whatever happened to it. (Perhaps that was one reason Wormtail was upset - he knew he couldn't hide there from Voldemort as a rat.)
The letter trailed off with Lily chatting about Bathilda and her stories about Dumbledore that seemed "incredible."
Harry had a strong emotional reaction to the letter: he went numb, his heart pounded, and he brushed away tears. He noticed that the letter "g" in Lily's handwriting was similar to his own, and "each felt like a friendly little wave glimpsed from behind a veil" (DH10).
Harry could only find the first half of the letter, then ransacked the room to find the rest of it. Eventually he discovered half of a photograph that Lily had enclosed: baby Harry zooming back and forth on his birthday-present broomstick, just two feet off the ground, while James and Lily watched over him on either side of the photograph. Harry found only half of the photo which showed himself zooming in and out with James.
After the death of Snape, Harry viewed his memories in the Pensieve and discovered that he had come to Grimmauld Place after the planned murder of Dumbledore on the Astronomy Tower at Hogwarts (HBP27), weeks before Harry. There he had also wept over Lily's letter before tearing off the signature "Love, Lily" in her handwriting, and taken it with him. He had took half of the family photograph - the side with Lily and baby Harry zooming in and out (DH33).