'He did not know' means that in the past the person didn't know something, but now in present he knows. 'He knew something' means that in the past this person knew something, and now he forget, he don't know it anymore.

( Little did he know ) : means that he didn't know at all about something. But this expression is used in a particular context. It is used to remark on the fact that a person committed some action while entirely unaware of what was going to happen next, or what he was getting himself into. PS : This is a copy answer from Yahoo.