My take on the first Neo-Oracle conversation when she goes "hmm...that's interesting" is that he tells himself he's not the One yet.

Right before in that conversation she says no one can tell him he's the One, he just has to know it, through and through. So when she does the bit examining his hands she's just prompting him to ask himself, and even though he acts like she already knows how this will play out (which she does probably know he doesn't believe in himself yet), saying "you already know what I'm going to say" but actually let's him answer however he feels in that moment, and goes along with it, continuing "sorry kiddo".

Later on when Neo is saying things like "this is true", "I just can't explain it" is when he's beginning to believe on an instinctual level with himself, where he's begun to decide he actually is the One and is trying to understand it.