Yugioh original series question..?

In the anime, no. He found out after Duelist's Kingdom, I think. In the manga, yes. Just before the fight, he 'connects' with the Millenium Ring to find a way through the maze. During, Yami Bakura pipes up about Pegasus briefly. Then, immediately afterwards (while the guys are celebrating their Star Chips), Ryo Bakura and Yami Bakura have a chat. Yami Bakura even takes control of Ryo's body for a bit. Ryo doesn't seem to remember.