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Do they know all the gods and what to look out for?
Or are they intentionally misled from knowing anything about them?

That would depend on where they're stationed, what they're supposed to do and what they have done.

The Astartes Prases, for example, would probably have extensive knowledge about Chaos since they're stationed so they can help contain attacks from the Eye of Terror. Some new Chapter stationed in a far-away backwater to keep an eye out for an aggressive minor Xenos species might not have much in the way of information. The old First/Second Founding Chapters could probably have information even the Inquisition has trouble getting for all their members.

All Marine chapters would probably have a basic understanding of Chaos, because Chaos is the one enemy that can strike no matter where in the galaxy you are. Marines near the Eye of Terror don't need to know squat about Tau, but the Marines on the far eastern side of the galaxy still need to know about Chaos. They may not know a whole heck of a lot, but they at least know that: Chaos is a thing, that thing is bad, that thing has Marines of it's own, that thing has a tendency to cause mutation. They may not know the details like Khorne, Nurgle, etc, but they know Chaos is real and that it may show up in the worst places at the worst times.

First and Second founding chapters would know a great deal more, as their personal chapter histories would stretch back to the Horus Heresy, and would probably mention all those battles against daemons and Chaos Marines and stuff.

As mentioned earlier, other chapters would know differing levels. If a chapter has fought CSM in the past, they would know more than the basics, simply due to exposure from fighting them. Chapters that hang out with the Grey Knights would know a lot more than the average chapter. Chapters posted near warpspace bleed-throughs (Eye of Terror, Maelstrom, the Screaming Vortex, etc) would probably know a lot (and fight a lot of CSM, too).

Depends on what fluff you pay attention to, lol. Some of it claims that Chaos incursions get mind-wiped, but that's generally older. It also doesn't really make sense, since you'd kinda want your best troops to know about and how to fight their most hated enemy.

That, and well, there'd be a lot of redactions in the Codex if they had to blank out every reference to the Heresy and traitors, lol.

If I had to guess, I'd say that they know a lot about their tactics, how to combat and kill them and whatnot. But when it comes to any actual knowledge, its probably been rewritten by Imperial rhetoric about suffer not the unclean to live.