So, he decides to investigate his death and he meets Harry's friends, one by one, to [find out] how he died, but they tell him different stories.

one 是数词"一"的意思，在这里指代"一个人"。 by 在这里表示"逐个地、依次地"的意思。 one by one 是一个固定短语，意思是"一个接一个地、逐一地"。 find out 是动词短语，由 find（发现）和 out（出来）组成，意思是"查明、弄清楚"。