Corrected entry: In the very beginning, Harry is performing the Lumos spell in his bedroom. He's underage, therefore he should be well aware that he's breaking the secrecy rule and should have been alerted to the Ministry, yet they only take notice of him when he 'blows up' his aunt.
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Correction: They only intervene when he blows up his aunt, but that doesn't mean that they didn't notice when he used the Lumos spell. Regardless, the Ministry is shown to have discretion in these matters. Harry gets into trouble for blowing up his aunt because there are Muggles present, thus violating the Statute of Secrecy. The same applies in Order of the Phoenix, when he uses the Patronus charm with Dudley present. A student using a low-level spell with no Muggles present, thus not breaking the secrecy regulations, in a manner that clearly indicates that they're practicing, is not going to worry the Ministry.
Tailkinker ★
I would add that it's probably a homework assignment that he is allowed to do.