Gordon Fox, a former House speaker, has returned to the State House for the first time since federal raids on his home and office. Fox said it was the ‘‘right thing to do’’ as he headed into the session Wednesday afternoon. He did not comment on the investigation. Fox’s State House office and home were raided by the FBI, IRS, and State Police on March 21. He resigned as speaker the following day, although he kept his seat representing the East Side of Providence. Authorities have not said what they are investigating, although they have been in touch with the Board of Elections, which keeps campaign finance records.