If I remember correctly, Yoda chose Dagobah for his exile because it had been removed from the Jedi archives at some point and was generally unknown. However, in ESB, Luke seems to know exactly what Obi Wan's ghost is talking about, and doesn't seem to have any issue with setting a course to the planet when he takes off. How then, if Dagobah was an "unknown" planet, does Luke seem to know about it?
I'm unable to remember any film canon explanation of why Yoda chose Dagobah, other than a line in the "Revenge of the Sith" in which he says
YODA: Into exile I must go. Failed, I have.
Scene 236 : EXT. DAGOBAH-DAY A small escape pod hurls toward the swamp planet and disappears in the mist. The pod has landed, and YODA descends the ramp, surveying the unfamiliar terrain.
In the earliest drafts of ESB, Luke tells R2D2 that the Dagobah system isn't on navigational charts, suggesting that Luke is being guided by the force rather than any knowledge imparted by Ben.
Luke : We're going to the Dagobah System.
Luke : We have enough power.
(Artoo sing-songs a bit of chatter)
Luke: They don't need us there.
I'm countermanding the order...I'm a commander, remember.
Luke checks his readouts and makes a few adjustments. He rides along with only the soft hum of the instruments to break the silence. Finally, Artoo chirps up.
LUKE : Yes, Artoo.
Artoo answers with a soft carefully-put phrase of whistles.
LUKE : Yes, Artoo, I know the Dagobah System doesn't appear on any of our navigational charts. But, don't worry, it's there.
(Artoo beeps a worried beep)
LUKE: I'm very sure .... trust me.
This exchange was heavily edited in later versions. Obviously Luke learns that he needs to speak to Yoda (on Dagobah) when he's approached by Obi Wan's ghost. There's no reason to assume that Dagobah was intentionally cleansed from Imperial records, simply that's it's too unimportant or obscure to merit a mention.
There's an extensive discussion of Dagobah in the (non-canon) Thrawn Trilogy by Timothy Zahn in which he explains that the death of a powerful sith on the planet called Bpfassh, created the "Dark Force Cave" which is what shields Yoda from the Emperor's powers.
According to one of the "Inside the Worlds of..." books made for the prequels, (either the Episode II one or Complete Locations), Dagobah was one of the planets erased from the Jedi Archives that Yoda discovered after Episode II, and was likely erased by Count Dooku. For some reason, he decided not to restore the entry, which came in handy when he needed to hide.
While the book is technically Expanded Universe-level "C-canon," I think the reference books that came out for the prequels heavily incorporated background material developed during the writing of the films, including the novelizations, and a detail like that seems especially likely to have to have been approved by higher-ups at Lucasfilm.
Luke probably had never heard of Dagobah, and just didn't seem confused by it for the same reason most people would't be confused if they were given an address to go to that they'd never heard of before--he knew he could just look it up. The real question, like you said, is how he (or R2) was able to find it.
I don't know of any official explanations, but a couple made-up ones that come to mind:
- The contents of a standard navcomputer don't reflect the content of the Jedi Archives. Standard sets of coordinates come from other databases. Erasing Dagobah could still have served some purpose, however, like erasing history which could have been notable to the Empire, or limiting the number of navigation databases that contained it. Or, its name and coordinates were still known if you looked for them directly, it just didn't appear in any official lists anymore.
- Yoda told R2-D2 where it was. He knew where he was going by the time that everyone had regrouped after the twins' birth, so he could have entrusted its location to R2-D2 whenever it was that he told Obi-Wan. He could have told Bail Organa too, who knows.
In Star Wars: The Clone Wars - The Lost Missions (Unfinished season 6), Yoda went to Dagobah with R2-D2 following voice of dead Qui-Gon Jinn. So, R2-D2 knew the location of Dagobah.