Harry's grandma (Nana) and best friend are the only characters on the show besides harry, that knows about 'Dino World' and Harry's dinosaurs ability to talk/walk etc. Every other character just assumes 'Dino World' is a figment of Harry's imagination and "plays along".
The title of each episode is the first line spoken in the episode, usually by Harry.
Most things found in Dino World come from Harry's bedroom, like the sky which is actually the bedroom's wallpaper.
All six of Harry's dinos are actual known species of dinosaur, correctly named. Their nicknames are derived from their taxonomical names, e.g. "Patsy" from "apatosaur".
Harry is the only male human character to appear on the show. Other human characters include his mother, grandmother, sister and best friend who are all female.