It wasn’t until Phase Two of the Marvel Cinematic Universe that the Infinity Stones began to make their presence known, with only the Tesseract factoring into the first slate of movies. The cosmic MacGuffin was the driving force behind the plot of Captain America: The First Avenger before becoming a key component in Loki’s attempt to enslave the human race in The Avengers.
In The First Avenger, Red Skull attempted to harness the power of the Tesseract for his own gain, but a new fan theory is now claiming that the man once known as Johann Schmidt knew about all six of the Infinity Stones, but lacked the capabilities of gathering the whole set. After all, at the time, it was never confirmed that the Tesseract was the Space Stone, but Red Skull would have surely discovered its origins as he spent years trying to find it in the first place.
Thor made it clear that science and magic can often be indistinguishable as well, and during his research on the Tesseract, Red Skull could have conceivably stumbled upon the existence of the other five gems. His copy of the Asgardian Book of Yggdrasil would have surely contained information about the rest of the Infinity Stones, too, especially when it directly references the Aether that was introduced in The Dark World and soon revealed as the Reality Stone.
Red Skull‘s surprise return in Avengers: Infinity War also saw him deliver a lengthy exposition dump about how the Soul Stone works, so he must have at least been aware of it before he wound up trapped on Vormir. The Soul, Mind and Power Stones were all in outer space during World War II, though, and humanity hadn’t quite cracked that frontier yet, which could explain why his knowledge of those three would have been somewhat lacking at the time.