Aegon got his first hints of it during his time in the seeker's cave.
After entering the castle that was the location of the seeker's cave, Aegon felt the connection the first time when the black void appeared before him.
Then, at first, he was just confused.
He was confused because passing through the teleportation portal, he felt a connection to it that somehow explained it's workings to him.
How was that possible?
What that unique to him or did everyone feel the same thing?
Aegon never got the answers to his questions simply because he never brought himself to ask the others. This was because he was not that close to them.
By the time he became close to George and his astral crew, they already ended up having more difficult problems in the form of consequent tests of the seeker's cave that he never had the time to ask them.
This was why he could never ask.