How does Claudia know Louis had a wife in Interview with the Vampire (1994)? She said that when she got upset. Did she know Louis must have a child, too? Maybe she asked about his rings and then he told her?
Louis' wife and child died in child birth and, presumably, Louis and/or Lestat told Claudia about their lives. It seems inconceivable to me that over the course of 60 years (if my memory serves) that they wouldn't have discussed this. Not only that but Lestat, especially when upset, would undoubtedly have tormented either Claudia or Louis with this sort of knowledge. That said, I do not think it's expressly stated that Louis' history was revealed to Claudia.
Yes, they had a few secrets between them, but even the most vicious of secrets - the how/why of turning Claudia are eventually known to Claudia, so I think it's a fair assumption that the origins of Louis would have been known as well.
I don't think the case is the same for Lestat - both in the book and in the movie he keeps a lot of his history from them. Giving vague hints 'giving you the choice I never had....'.
In the books, Louis knows about Lestat's father (as they take care of him for a bit) but is surprised that Lestat knows of Armand (and I think it's revealed that he founded the Vampire theater, but my memory might be bad).