Harry said many different things to Dorian in that chapter because this was the chapter when Dorian told him about his new love affair with the actress Sybil Vane, with whom Dorian fell madly in love for her portrayals of Shakespeare characters. However, the only one quote that I could think of was when Lord Henry (Harry) laughs at Dorian when he said that Sybil was "the love of his life". In a surreptitious way, Lord Henry answered while he laughed:
"I am not laughing, Dorian; at least I am not laughing at you. But you should not say the greatest romance of your life. You should say the first romance of your life. You will always be loved, and you will always be in love with love. A grande passion is the privilege of people who have nothing to do. That is the one use of the idle classes of a country. Don't be afraid. There are exquisite things in store for you. This is merely the beginning."
This was a clear sexual innuendo like Wilde fills basically all his stories with, to insinuate that Dorian is just going through a period before finding out his true sexuality.