Harry Potter and the Deathly Hallows Question...?

Ok, I have read the book about 5 times now and I still don't get just one part. When Harry is at Kings Cross with Dumbledore, there is a little creature that is crying. Harry goes to help it, but Dumbledore says there is nothing you can do. What is it? My first thought was that it was Voldemort because when Harry gets back to the forest he could tell Voldemort had fell too. Am I on the right track, or is it something else?