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When Dumbledore told Voldemort that he was a wizard, Voldemort used to live in an orphanage. Voldemort's mother had died during his own birth and his father had left his mother even earlier.
Later, in his teen, he killed his father using the wand of his mother's father (Dumbledore discovered this using memories of various people).
But, Voldemort was an orphan with no link to his history. How did he come to know about his parents?
There is a paragraph in the Half-Blood Prince where Dumbledore explains (or rather speculates) how Riddle found out about his parents and relatives:
"All he had to go upon was the single name ‘Marvolo,’ which he knew from those who ran the orphanage had been his mother’s father’s name. Finally, after painstaking research through old books of Wizarding families, he discovered the existence of Slytherin’s surviving line. In the summer of his sixteenth year, he left the orphanage to which he returned annually and set off to find his Gaunt relatives"
-Harry Potter and the Half-Blood Prince
Also from another part of the book, we see that Mrs Cole at the orphanage knew Tom was named after his father and grandfather (so she could have just told him, i don't think it was a secret).
“Did she say anything before she died?” asked Dumbledore.
“Anything about the boy’s father, for instance?”
“Now, as it happens, she did,” said Mrs. Cole, who seemed to be rather enjoying herself now, with the gin in her hand and an eager audience for her story.
“I remember she said to me, ‘I hope he looks like his papa,’ and I don’t lie, she was right to hope it, because she was no beauty, and then she told me he was to be named Tom, for his father, and Marvolo, for her father —yes, I know, funny name, isn’t it? We wondered whether she came from a circus —and she said the boy’s surname was to be Riddle. And she died soon after that without another word.
“Well, we named him just as she’d said, it seemed so important to the poor girl, but no Tom nor Marvolo nor any kind of Riddle ever came looking for him, nor any family at all, so he stayed in the orphanage and he’s been here ever since.”
-Harry Potter and the Half-Blood Prince
The details of Voldemort's discovery of his legacy are not covered in the books. However, we may assume that given his ability to manipulate people, he could have easily obtained this information from anyone having the knowledge (eg. Hogwarts staff, orphanage staff, other witnesses, etc.). Plus, there must have been written records of his birth in Muggle archives (possibly also in the orphanage), as before he turned 11, he was assumed to be an ordinary Muggle boy by the Muggles. So it was not hard at all for Voldemort to discover the details of his birth and other family members.
Well, the books don't cover Voldie's discovery. But if Dumbledore managed to find out the details years later, then I don't think it would be all that difficult for Tom Riddle to dig up his own history. After all, he did get his father's last name, so it could not have been all that hard to trace.
Mrs. Cole at the orphanage certainly knew that his mother wished him to be named Tom for his father and Marvelo for his grandfather, and she also gave him his father's last name. So finding out about his heritage would have been fairly simple, even if he didn't get the story from Mrs. Cole. He has the name Tom Riddle. It's not that hard to research the last name.
In this link there are over 2,000 with the name of Riddle in the UK. If Voldie was smart (and I think he is) he'd look for those that might share his first name (in case it was a family name) first, so he'd check out anyone with the name Thomas Riddle. And if that person was the right age to have fathered him (dead or alive) he would logically check that out first.
From there, it would just be detective work, talking to people and gathering information. It's left out mainly because it would have been pretty mundane, we would not have learned more about Voldie, and of course, it's from what Dumbledore can gather so it's rather fragmented in bits and pieces.
