Tools of Characterization
Characterization in Harry Potter and the Sorcerer's Stone
Clothing
Muggles in the movie dress in very ordinary ways—kind of like how we'd dress if we lived in a dull rainy climate without a lot of color (cough, England, cough, cough).
The wizards, on the other hand, all wear medieval style clothes, pointed hats and other outlandish gear. But colors of the wizards' gear are still pretty dull: there's a lot of brown and black in their wardrobe, suggesting both that this is a much different world than ours and that it's still a world where people have to go to work, wipe mud off their shoes, and dress down.
And there are even further subtleties in the clothing, suggesting social hierarchy. Ron, for example, wears a "hand-me-down" robe that Malfoy sneers over, while Malfoy himself is dressed to the nines.
Actions
Malfoy's a narc. We know this because he tattles on Harry and his friends when they're out after curfew.
Harry values doing the right thing over following the rules of Hogwarts, indicating that he has a moral compass that supersedes society's rules.
Hagrid blurts out things he shouldn't, while Hermione spends all of her time with her nose in a book.
In fact, we see much of who these characters are in what they do, which is good since this film has a whole lot to do and needs to convey their personalities quickly.
Family Life
Harry's an orphan and his stepfamily hates his guts. Ron comes from a large, loud, and very loving family. Hermione's parents were Muggles, which causes Malfoy to look down his pointy nose at her—his parents are richity-rich-rich.
Social Stratus
The Dursleys exemplify the middle class at its most shallow and grasping. Malfoy comes from aristocracy. Ron's family is strictly working class, and a lot of who Hagrid is is bound up in the fact that he's basically one of the servants at Hogwarts.
Go a little deeper and you'll find class divisions that only exist in the Potterverse, like the division between the Hogwarts houses, or the division between Muggles and wizards.