First of all, here's a comprehensive list of things you wouldn't know if you hadn't read all the books:
Some of the best lines of the entire series were mercilessly cut from the movies.
And a few of the characters were ASSASSINATED.
If you never read the books, you'll pretty much never understand how seriously sassy Harry could get.
You'd never be able to truly appreciate the badass nature of Professor Minerva McGonagall.
And you'd never have witnessed the greatest damn plot twist (and McGonagall's best line) in the entire series.
You'd never know that Harry was ~supposed~ to be in disguise at Bill and Fleur's wedding, and Luna is so perfect that she recognised him anyway.
Or that Harry performed an Unforgivable Curse at the age of 17, because someone disrespected Professor McGonagall.
And you'd never have witnessed one of the most heartbreaking scenes in the books, which revealed the true depths of Molly Weasley.
If you hadn't read the books, you'd still think Hufflepuff house was just the "extra" one, and wouldn't appreciate them for the truly badass, loyal people they are.
And you'd probably still think Harry was the slightly idiotic character he was portrayed as in the movies.
Not to mention the fact that you'd probably still think of Ron as the comic relief, when he's actually an incredibly brave and fiercely loyal friend.
You wouldn't know how frankly idiotic the Ministry of Magic could be.
And you wouldn't be able to appreciate the adorable Ron/Hermione parallels that proved they were meant to be together, despite what the films would have you believe.
People who haven't read the Harry Potter books don't know that Minerva McGonagall can be exceedingly sassy, even when she's in cat form.
They wouldn't know that not only was Lupin a great teacher, but he was also an incredible friend. Because the movies frankly didn't spend enough time on the Marauders.
And while they definitely know that Dolores Umbridge is an awful person, they'll never be able to understand the extent of it.
If you haven't read the books, you won't know that Fred and George Weasley once spent their weekend throwing snowballs at Voldemort's face.
In fact, you wouldn't be able to appreciate the little moments about life at Hogwarts at all. And any book fan knows that's the best part of the whole thing.