Oh, no, it's not definite canon, don't panic! It's just a very strong headcanon of mine, because the way Erik's career is sketched in vs. the way Bucky's last few decades of activity are sketched in makes it seem very likely to me that it happened, and also I really want it to have.

(Admittedly, I am mildly disappointed every time I read a fanfic where Erik has never heard of the Winter Soldier, because it seems like he should at least know him by reputation, but that is literally every fanfic with Erik and Bucky in it that I have ever read, so yours would not stand out.)

(I am also mildly disappointed every time Sam and Rhodey never met before the Avengers, because it's really hard to believe War Machine and the Falcons would never have crossed paths while active in the same service in the same theater at the same time, and yet, there goes every single fanfic I've ever read about them.)