Update: extended video
Radcliffe said the first time that he felt part of the audience was during the second film, "Harry Potter and the Chamber of Secrets."
He said, "It wasn't that I was moved because of nostalgia or my personal connection with the series, the filming of it -- it was sadness because I was moved by the film."
The star called the series is "incredibly compelling."
"You want to know the truth of it all," he said. "That what's so good about J.K. Rowling's writing, is that no characters were sacred. I think that's what made it so good. I was quite keen for Harry to die. I couldn't see of another way of the series ending. That's why I don't write them and she does. She's more imaginative than I am."
Radcliffe said he doesn't plan to watch any of the films over again.
"I probably won't watch any of the other ones until I have kids. I can sit them down and start the whole thing over with them."
Looking back to the beginning of the series, Radcliffe said, "When originally my parents were approached and talked to about me playing the part, they thought it was going to be in L.A. and it was going to be for like six years, so they said, 'No, this is far too big a disruption to his life.' I was unaware that these conversations were even happening. Ultimately, the deal changed to only signing on for two films, and it was going to filmed in England, so they let me audition."
Potter says he doesn't think he grew up on camera.
"I regard myself as having grown up on sets and then at home," he said. "I still did all my embarrassing teenage moments behind closed doors, thankfully, so the world wasn't privy to them, luckily."
Over the years, Radcliffe established made close ties with co-stars Rupert Grint and Emma Watson. Radcliffe said of the trio, "Nobody else in the world know(s) quite what it's like to go through all of this from a young age, and go through this mad, surreal, wonderful world for 10 years. We grew up on set together. Rupert and I just laugh all the time together. Emma and I are quite a good foil for each other. We have some great debates on set; you know; she's a smart cookie, so I had my work cut out for me."
Now that the series is ending, Radcliffe says he's thankful.
He said, "I just wanted to say thank-you to everybody, but not just thank-you, because in a very real sense, I do love them in the way that you love a family, and have been there to support you every day for 10 years."
Radcliffe continued, "One of the French King Louis, I'm not sure which one, since I lose track after a certain point -- his last word were, he turned to all the people around him and said, 'Why are you crying, did you imagine I was immortal?' It's that same thing; it's like it had to end sometime, and we may as well celebrate it instead of getting too sad."
But Potter isn't the end of acting for the star.
He said, "I'm on Broadway at the moment, it's an incredibly fun show, and I get to work with incredibly fun people, which means I get to play and have fun every night. I have a film coming out next year called 'The Woman in Black' that comes out (in the US) on January 20. I'm excited for people to see it. It's a supernatural thriller. I think people are going to see a different side of me, I hope."
But who is the real Daniel Radcliffe?
He said, "People have an image of actors or anyone that is in the public eye that, when you meet them, that they are going horrible or very intimidating. I don't think I'm any of those things. I consider myself very, very boring and very, very normal. I guess that would be the thing that surprises people the most, is that there is not much to me that is very surprising."
"Harry Potter and the Deathly Hallows, Part 2" continues to set box office records with the highest four day gross of over $187 million.
"The Early Show" interview was conducted at the Gramercy Park Hotel in New York.