Take The Unexpected Enlightenment of Rachel Griffin. You have a wizardry school in the modern world, and the wizards are living in secret among us. During the first history class, when the history teacher explains that he will teach them the true history of the world, a boy who's just been let into the secret raises his hand for a question: how do they know it's true? Given that they know the history of the Unwary (the mundanes) is false because they falsified it, how on earth can they know their own isn't just as falsified, by a third party?
I hope you are unsurprised to learn that in the course of that work, they accumulate a good bit of evidence that it was thus falsified. The reader, in fact, is clued in before the characters, who are merely baffled by the explicable to the reader clues.
In Harry Potter and most other works where they live in secret, the question is never raised. That is because having raised it, you have to answer yes, which is then going to dominate the story. (Indeed, you could not, in reality, answer No, because no character would conceivably be in a position to eliminate it.)