As @AlliterativeAlice has pointed out, a recent twitter discussion with Jennifer Lee, the film's Writer and Director has confirmed that Anna's memories have not been returned by the end of the film. In light of this, we can assume that the events in the final scene do prove that she must have been told that her memories were falsified.
Michelle Gray : Hello! I would like to know whether Anna got her original childhood memories back after she "thawed"? :-)
Jennifer Lee : No, they had been completely removed. Elsa filled her in, though, I'm sure.
Shortly after being struck in the head, Grand Pabbie converts Anna's memory of dancing in the hall (without skates) into a memory of her and Elsa ice-skating. The memory itself is fake which neatly sets up the final scene.
When Anna and Elsa are in the Courtyard in the final scene, Elsa creates a set of beautiful ice skates for Anna:
Elsa then waves her hand and magical ice skates (literally made of
ice) form on Anna’s boots.
ANNA : What? Oh, Elsa, they’re beautiful, but you know I don’t
Elsa grabs Anna’s hands and pulls her along on the ice. Anna slips and
slides, but laughs in delight.
The only way Anna could know that Elsa knows they've never really been skating, is if she knows that her memories have been falsified.