Did Seven of Nine always know there was a Borg Queen? She never mentioned it before, but in Dark Frontier when she was confronted by the Queen she didn't seem surprised at all.
When Seven of Nine was a child (as Annika Hansen), her parents had correctly surmised from first-hand studies of drones that there is a "Queen" in the Borg Collective. They had even told her about it:
ERIN: Three of five, Tertiary adjunct of Unimatrix one.
MAGNUS: I want to keep an eye on this one. Let's tag him. Bring me the subdermal probe, will you?
ANNIKA: Is he special?
MAGNUS: Very special. We think he used to work near the Borg Queen. If he ever goes back there, we'll be able to track him now.
ANNIKA: Does the Queen have a throne?
MAGNUS: Nobody knows.
ERIN: We think she's more like the Queen of an insect colony. She helps coordinate all the other drones.
A little later in the same scene, Magnus says to Erin and Annika:
You two go ahead. I want to read through his cranial transceiver logs, see if he was ever in direct contact with the Queen.
So, Seven of Nine was aware of a Borg Queen even prior to her assimilation.
(These scenes are also from "Dark Frontier".)