Continuity mistake: When Alice and Mr. Gold are performing the magic ritual in the cave, the name on the Dark One's Dagger is misspelled "RumpELstiltskin". In every other episode where the dagger appears, it is spelled "RumpLEstiltskin." (00:30:25)
Revealing mistake: When Detective Rogers is chasing Naveen, in several wide shots, the person running isn't Colin O'Donoghue, but his stunt double. (00:25:50)
Answer: He knows who she is because he knows that the fairy tales are true. He was also shown to sneak out to go see Emma or someone else. Sometimes he succeeded, sometimes he didn't. This is how he knew to look for her despite his strict mother.