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Pretty straightforward:
Why didn't Harry's scar ever hurt prior to him finding out he is a wizard?
Harry's connection to Voldemort was present since Harry was one year old, so why didn't his scar act up prior to his introduction to the Wizarding World?
Voldemort was functionally dead.
Throughout the books, we know that Harry’s scar hurts when Voldemort feels strong emotion, or is close to Harry. In a post-Deathly Hallows interview, J.K. Rowling provided a little more detail on exactly where this pain comes from:
The pain he feels whenever Voldemort’s particularly active is this piece of soul seeking to rejoin the master soul. When his scar is hurting him so much, that's not scar tissue hurting him. That's this piece of soul really wanting to get back out the way it entered. It really wants to – it entered this boy's body through a wound, and it wants to rejoin the master. So when Voldemort's near him, when he's particularly active, this connection, it was always there. That's what I always imagined this pain was.
— Transcript of Part 1 of Pottercast’s J.K. Rowling interview (December 2007)
Before Harry joined the magical world, Voldemort’s “master” soul was a broken-down wreck trying to possess snakes in Albania. At his rebirthing ceremony in Goblet of Fire, he describes himself thus: “as powerless as the weakest creature alive” and “I remember only forcing myself, sleeplessly, endlessly, second by second, to exist”. Further, it’s hundreds of miles from Harry, and the only emotion it feels is a raw sense of survival.
So two possible reasons why Harry’s scar didn’t hurt before he joined the magical world:
In either case, it comes down to this: Voldemort was effectively dead, so there was nothing to cause pain in Harry’s scar.
Harry's scar only starts hurting when he is around Voldemort. Voldemort wasn't alive enough for him to be disturbed early in the books, before he was properly alive. Remember that Harry's scar doesn't start to "ache", until he is in the direct presence of Voldemort. It makes since his scar first hurt when he was in the Presence of Professor Quirrel.
"I met him when I travelled around the world. A foolish young man I was then, full of ridiculous ideas about good and evil. My master showed me how wrong I was. There is no good and evil... there is only power, and those too weak to understand it... Since then, I serve him faithfully, although I have let him down many times." —Quirinus Quirrell on Lord Voldemort wikia article Quirinus Quirrell
Voldemort was off doing more "important" things than being around Harry.
And, because I can't summon a quote at the moment.
“I was ripped from my body, I was less than spirit, less than the meanest ghost . . . but still, I was alive.”
― J.K. Rowling, Harry Potter and the Goblet of Fire goodreads.com“Some say he died. Codswallop, in my opinion. Dunno if he had enough human left in him to die. Some say he’s still out there, bidin’ his time, like, but I don’ believe it.” ― J.K. Rowling, Harry Potter and the Sorcerer's Stone
He probably wasn't that strong enough. In addition, to being to far away. IIRC, he was at his full strength mostly in the 4th book, since that is indeed when he got his body back.
Also, Voldemort was very far away from Harry. He was at Hogwarts, in a faraway forest, etc. Nowhere near Harry.
You could also say that Harry was protected by his mother's protection and the power of the Privet Drive home, but I don't think so.
Also cosforums.com, they have interesting theories. Its may not be exactly what your looking for, though.
Harry, who was starting to feel warm and sleepy, looked up at the High Table again. Hagrid was drinking deeply from his goblet. Professor McGonagall was talking to Professor Dumbledore. Professor Quirrell, in his absurd turban, was talking to a teacher with greasy black hair, a hooked nose, and sallow skin.
It happened very suddenly. The hook-nosed teacher looked past Quirrell's turban straight into Harry's eyes -- and a sharp, hot pain shot across the scar on Harry's forehead.
"Ouch!" Harry clapped a hand to his head.
Harry Potter and the Philosopher's Stone, chapter 7, "The Sorting Hat"
The first time Harry's scar hurts is when he's looking at the back of Quirrell's head — directly at Voldemort.
Until that moment, Harry hadn't been in Voldemort's presence since the Killing Curse backfired. And Voldemort had only recently found a host; he had been a shadow of his former self until recently.
So Harry's scar hadn't hurt prior to his introduction to the Wizarding World, because that brought him in close proximity to Voldemort again.
