Bruno may be a naive little boy in many respects, but even he recognizes without being told that his family is moving. It all happens after he comes home from school one afternoon and finds the family maid Maria in his bedroom, pulling his belongings out of the wardrobe and packing them up into large wooden crates.
Bruno asks Maria what she's doing before telling her to take her hands off his things. Maria says nothing; she simply points Bruno in the direction of the staircase, where the boy's mother has just appeared. Bruno's mother takes him downstairs, where Bruno asks her if they're moving, which is an indication that he knows what's up.
Bruno's mother tells him that the whole family is going away on what she calls “a great adventure.” She says this is because Bruno's father has “a very special job,” one that requires him and the whole family to move out of Berlin.
Bruno doesn't quite know the half of it, but he's sure that this is all because “The Fury”—that is to say, Hitler—has big plans for his old man. Bruno is blissfully unaware of precisely what his father does for a living. All he knows is that it's very important and he gets to wear a fantastic uniform.