Dobby finally told Harry why he was there - he had a warning: he shouldn't go back to Hogwarts School in September because he would be in danger. ... He asked Dobby how he even knew that and found out that Dobby had intercepted Harry's owl post for the whole summer.

Why did Dobby warn Harry Potter in Chamber of Secrets?

Re-opening of the Chamber of Secrets

Dobby at Privet Drive Dobby went to the Dursley house to warn Harry not to go back to school, revealing that he had been intercepting his mail.

Who ordered Dobby to warn Harry?

"Harry Potter" is the first thing Dobby says in the series. It will be also the last thing he says in the series, before he dies. The warning letter was sent by Mafalda Hopkirk. Mafalda will send Harry two more letters when he uses magic to protect himself and Dudley from Dementors.