Harpo is Janice Soprano‘s son from her first marriage to Eugene.
Janice married a French-Canadian man named Eugene, who was a circus worker. They had a son named Harpo ("Hal"), who was born in Seattle, Washington and named after the song "Harpo's Blues" by Phoebe Snow. His father later took him back to Montreal and Janice states that she tried to petition the State Department to have him returned to her, but was unsuccessful. Meaning this is obviously because Eugene knows about Janice's connection to organized crime and obviously told child services and the state department about this.
Harpo is homeless, a “street person” at that time. While details aren’t provided, Harpo’s father took the young child away from Janice and moved to Canada before the series started. Janice may have tried contact in the early years, even mentions no longer being welcome in Canada, so she likely provoked some incident there, perhaps in trying to assert herself into her child’s life (even if only for her own selfish interests and ego).
Harpo was the subject of one of Tony Soprano's insults towards Janice during one Sunday dinner with her and Bobby Baccalieri, mocking his homelessness. Upon Tony making the quip "Sacrebleu, where is my mama?", mocking the fact Harpo grew up without a mother, Janice flew into a rage and tried to attack Tony as Bobby restrained her.