Nico kind of really wished his father had found it in him to warn him about Camp Jupiter. You can't just spring a guy like Percy Jackson on someone out of the blue, and expect a guy like Nico di Angelo not to say anything, especially when that guy knew absolutely nothing.
Well, that wasn't true. His father explained everything about the two camps to him, how everything had to be kept separate, and always very secret. On his way to visit Hazel one day, he'd overheard the ghosts talking about the mysterious Greek who'd shown up carrying a goddess, and as he'd walked past some kids from the 3rd cohort, he'd found out that whoever it was had lost his memory.
Still, knowing all of that would't normally be enough for someone to make the leap that a self righteous goddess had kidnapped the aforementioned Greek, wiped his memory, and brought him here as part of some sort of backwards exchange program. And even then, Nico never would have thought that this might be someone he knew, and would be expected to lie to.
But when Hazel introduced him to a suspicious looking Percy Jackson, Nico simply extended his hand. "It's nice to meet you." The gods were so lucky Nico had an ulterior motive.