Sooo because Sandy is like "Gotta catch em all" with the marvel cast.

I've established she knows about Cap from her history books and her dads stories, would it be OK if she knows about Bucky as well? She wouldn't know MCU Bucky's history just bits about Cap's best pal and second in command because she's from the comics verse. Nothing world breaking of course. Just his association with Cap.

If you're not keen she can avoid him or just not put two and two together.