Collect three Pumpkin Pasties to get an extra health point added on to what you currently have. For example, at the beginning of the game you have five health points maximum, but can increase that to six by collecting three Pumpkin Pasties. To see how many Pumpkin Pasties you have, press Select and scroll with R or L to find them in your inventory. Pumpkin Pasties can be found at the following locations:
When you are learning the Alomora spell from Hermione, win the challenge. She will give you a Pumpkin Pasty.
After getting Alomora Spell, go to Hagrid's house. Immediately before you get there, go down. On the left side is a small patch of brown dirt. Go through there (through the trees) then unlock the chest.
In The Dungeons (Snape's place), go up near where he has the bookcases. Up and over to the right is another Pumpkin Pasty.
Go to Green House 1 to the right next to a tree. Go down into the secret area and defeat all enemies (gnomes, turtles, etc.). When you defeat all of them, go south and do the same things. When you are done, a Pumpkin Pastie will appear.