It is a symbol that was bestowed upon him after his parents died. Lord Voldemort knew that this "Wizard King" was born and would destroy him. In his efforts to kill him first, Harry's parents gave their lives to protect him. As part of a very ancient ritual, before her death, Harry's mother decreed that should Voldemort ever try to attempt to curse Harry, each curse would come back to him. Hence, the apparition of the scar. Therefore, the lightning shaped scar was the symbol of what separates Harry from the other magicians, sort of a mark of destiny and supremacy among the other wizards.