Mr. Bean wrote:in episode 3 Palpatine tells the story about a famous Sith, who according to Palpatine the Jedi knew about.
Palpatine doesn't say anything that suggests the Jedi knew about Plagueis. He just asks Anakin if the Jedi have told him Plagueis' story, and he already knows he's going to get a "no" answer.
Palpatine only tells Anakin the story to get him to believe that the Sith have powers that the Jedi don't. There's no real reason to believe that Plagueis ever existed at all.