Run out the door
From Create Your Own Story
When you try to run out the door, you do not get too far. Professer Snape takes a strange-looking wand out of his pocket, points it at you, and mumbles something. Next thing you know, you wake up, sitting on a bed, with Dumbledore standing next to you. Staring down into your face, and frowning at you.
"Harry, I know this is probably all very new and strange to you. But listen to me first...before you make up your mind that I'm just some crazy lunatic. Have you ever had any flashbacks of things that you are quite certain- or at least don't remember- ever happening before? Have you ever experienced strange things happening that you can not explain, when you were feeling very angry...or maybe even sad? Hmm? Potter, I will not keep you trapped here against your will. You have to decide for yourself...but tell me don't you ever wonder how you got that scar? How you got in this building? after all...no muggles- err humans have even been in here before. It's impossible. You would need to perform all sorts of magic just to get in here. And how would you explain being zapped with a wand? Hmm...?"
Begin to get scared, and start to cry
Agree with him and begin to wonder more
Scream at him and argue that he's just insane, none of this is true.