I can't remember any specific instances when Harry knew that he was speaking Parseltongue aside from the one instance in the Chamber of Secrets, where he used it to open the locked door to the chamber.
The following instances are those that I can think of where he does not know that he is speaking Parseltongue:
Sorcerer's Stone - he speaks to the snake in the cage at the zoo.
Chamber of Secrets - he tells Draco's conjured snake not to attack another student.
Deathly Hollows - he speaks with Bathilda Bagshot (who is actually Nagini).
This question arises mostly because of the last item on the list from Deathly Hollows. Nagini did not speak to Harry until Hermione was out of earshot, so that she did not immediately hear them speaking Parseltongue (Hermione would immediately know).
What confuses me is the following: On several occasions, Harry is unconscious of the fact that he is speaking Parseltongue. However, in at least one situation, he consciously uses the language to perform a task. The latter of those make me believe that Harry is able to consciously control his usage of the language, yet in Deathly Hollows, where he seems to have more command over his magical powers, he uses the language unconsciously and it almost gets him killed.
So my question is, particularly: Why does Harry not know, at such an imperative time (Bathilda Bagshot's home), that he is being spoken to in Parseltongue when he demonstrates an ability to consciously control it even in his second year?
PS - Magical languages may be different, but being someone who speaks two languages I find it practically impossible to be unaware of when someone is speaking my second language to me.
Answer
As far as I recall, he's not capable of consciously controlling his use of Parseltongue. When faced with a living, breathing snake he's never not spoken in Parseltongue - I guess that means that on a subconscious/magical level he knew that Bathilda Bagshot was actually Nagini. The only time he's demonstrated what might be considered conscious usage of Parseltongue is when trying very hard to imagine an image of a snake as a living creature (e.g. the tap in Moaning Myrtle's bathroom and Slytherin's locket). That's really just tricking whatever controls his subconscious usage of Parseltongue into thinking he's in the presence of a living snake, though.
As for why he never realises he's speaking Parseltongue, I imagine it's because of the way his speaking Parseltongue works. He hisses the words instead of speaking in English, and he hears Parseltongue as English words. It's a magical, rather than conscious, translation from one language to the other. He doesn't realise he's speaking another language because he hears exactly what he'd expect to if he was still speaking English: the English words he intended to say in his own voice.
“But —” Harry thought hard. The only times he’d ever managed to speak Parseltongue were when he’d been faced with a real snake. He stared hard at the tiny engraving, trying to imagine it was real.
“Open up,” he said.
He looked at Ron, who shook his head.
“English,” he said.
Harry looked back at the snake, willing himself to believe it was alive. If he moved his head, the candlelight made it look as though it were moving.
“Open up,” he said.
Except that the words weren’t what he heard; a strange hissing had escaped him, and at once the tap glowed with a brilliant white light and began to spin.
Harry Potter and the Chamber of Secrets, Chapter 16 - The Chamber of Secrets
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