How do we know that Darth Plagueis was Sidious' master?

Question

I do not know much about the Expanded Universe. I've only seen the first six movies and played some Star Wars computer games, and to me the question arises you see in the title.

Was Darth Plagueis even known before Episode III? When Palpatine tells Anakin about this Sith legend, how do we know that Plagueis was actually his master? From Palpatine's telling, Plagueis could have lived thousands of years ago. Especially because Palpatine says, "It's a Sith legend" and legends are mostly very very old... or did fans just make the connection after Episode III because somebody thought "wouldn't it be cool if Plagueis would be his master and then was killed by his own (in)Sidious apprentice..."?

Answer 1

As far as subtle clues go, there's the bit in the film's official novelisation where Palpatine outright tells Anakin that Darth Plagueis was his master

“Darth Plagueis was real.”

Anakin could force out only a strangled whisper. “Real … ?”

“Darth Plagueis was my Master. He taught me the key to his power,” the shadow said, dryly matter-of-fact, “before I killed him.”

In the actual film script it's a little more subtle, but not much more.

ANAKIN: How do you know the ways of the Force?

PALPATINE: My mentor taught me everything about the Force . . . even the nature of the dark side.

---

And as far as Disney-canon confirmations are concerned, we have the following info from 'Tarkin'

The droid had once been the property of Sidious’s tutor, Plagueis, and had been in Sidious’s possession since his former master’s death, though in several different guises.

and from "Star Wars: Absolutely Everything You Need to Know"

Answer 2

If you accept EU Legends as an answer, there is a book called "Darth Plagueis" by James Luceno, in which Darth Plagueis meets Sheev Palpatine and recruits him to be his Sith apprentice.

Answer 3

The movies themselves don't definitively tell us that Plagueis was Sidious' master for the reasons you point out, but the canon novel Tarkin mentions that fact and gives an estimate as to when Sidious murdered Plagueis:

[Sidious and Tarkin] had met several years after Sidious -- still an apprentice of Darth Plagueis at the time -- had been appointed Naboo’s representative to the Republic Senate.

_{p. 102}

Also, Darth Sidious' biography on starwars.com states that Sidious murdered his master Plagueis (in the caption for the first picture, of Sidious exiting a Lambda-class shuttle):

The novel Darth Plagueis deals extensively with Sidious' apprenticeship to Darth Plagueis, but it's part of Legends.

Answer 4

1. When Palpatine was telling the Tragedy of Darth Plagueis the Wise to Anakin, he smirked when talking about how the apprentice killed Plagueis in his sleep, implying that Palpatine himself was the apprentice in question:

2. When Palpatine revealed himself to be the Sith Lord to Anakin, he said that his mentor taught him everything about the Force, which corresponds to how Palpatine said earlier that Plagueis taught his apprentice everything he knew: