are there any differences between these two construction? I've heard a native speaker say 'maybe you don't already know that'. The context implied that if I didn't know that thing, then he would explain it to me.
In practical use, they are fairly interchangeable but there is a slight difference in connotation:
Maybe you don't already know that.
This implies that there is a piece of knowledge that you have not previously learned. The implication is that you can learn it now and the speaker can teach it to you. This usage also has an inverted form:
You already know this.
Maybe you don't know it yet.
This implies that you haven't learned something but it is something that can be learned in the future. This usage is also common when someone is making a claim that they are extremely confident about:
Maybe you don't know it yet, but I've already won the championship tomorrow!