The Crossing of the First Threshold 
At this point in the Hero’s Journey, the hero has accepted the Call to Adventure and is on his way. The hero has perhaps acquired some Supernatural Aid.
Chapter 1.1 was about the Call to Adventure.
Chapter 1.2 was about Refusal of the Call to Adventure.
Chapter 1.3 was about Supernatural Aid.
The book says this on the First Threshold:
With the personification of his destiny to guide and aid him, the hero goes forward in his adventure until he comes to the “threshold guardian” at the entrance to the zone magnified power. Such custodians bound the world in the four directions – also up and down – standing for the limits of the hero’s present sphere, or life horizon. Beyond them is darkness, the unknown, and danger; just as beyond the parental watch is danger of the infant and beyond the protection of his society danger to the member of the tribe.
I think the threshold guardian is someone or something that represents the boundaries of the hero’s world. This could be (probably is!) related somehow to the hero’s culture, to the hero’s place in his culture. Or, it could be, the physical boundaries of his hometown. Maybe both. It could be something that is keeping the hero from moving forward.
Maybe someone is bullying the hero; maybe the hero is being hunted; maybe the hero needs to go get something for his people; maybe the hero needs to go somehow to further himself.
Anyway, beyond this first threshold, is danger. Only heroes brave this danger; non-heroes are happy not crossing this boundary. 
In Star Wars, this was probably when Luke left his home world.
Harry Potter is more difficult. There could be a lot of thresholds, I think. The letters, when Hagrid comes to find him, when Hagrid first takes him to Diagon Alley.
But I think Harry crosses the First Threshold when he gets on the train to Hogwarts. He has to find and cross the weird train station, the one everyone
tells him doesn’t exist. Everyone that tells him so, the mere perception that this train station cannot exist is, I think, the threshold guardian. This is when he crosses over to the magical world all by himself! What do you guys think?
The book also says about what is past the First Threshold:
The pairs of opposite (ugliness, good and evil, and all the other polarities that bind the faculties to hope and fear, and link the organs of action to deeds of defense and acquisition) are clashing rocks (Symplegades) that crush the traveler, but between which the heroes always pass.
The Symplegades (http://www.mythweb.com/encyc/entries/symplegades.html) is a Greek myth where two rocks come together to
smash anything that passes between; Jason and the Argonauts had advice on how to pass through (ah! Supernatural Aid!) and they did so successfully.
Here, the clashing rocks are a metaphor for the pairs of opposites that can crush the hero. I think they could be physical things, actual dangers to life and limb. But, also, conflicting desires. Hate and love, justice and revenge, greed and generosity, life and death, conflicts of interest, bravery and fear, things like that. Basically, all the trials and tribulations the hero will face past the First Threshold.
Basically, I think this is the beginning of the adventure and danger should quickly follow, along with a way to use the (perhaps unobvious) Supernatural Aid the hero has previously received.
Also, I think this might be end of the Act 1 (if you’re following the Three Act structure, when the hero cannot turn back and is fully committed).
Others Blogging on This Topic:
- Thoughts on Mythic Structure: Crossing the First Threshold from Debbie
- back to basics: the hero’s journey, stage five from Brooke Johnson
- The Crossing of the First Threshold: Confronting the Guardians from Living Joyfully
- Hero’s Journey: Crossing the First Threshold: The Unknown Place from Rainbow Gryphon
- Step 4: Crossing The First Threshold from Down The Rabbit Hole and Back