Johnny, although you might infer from Fredo's put-on naive attitude that he hadn't been to Cuba before, he didn't literally say that: he asked if there was anyone in Havana that he knew. I think C_L is right in assuming that Fredo, as a veteran of the Nevada casino and brothel biz, would have had occasion to visit Cuba earlier (millions of Americans did); and in any event, an old whoremaster/two-at-a-time, cocktail-waitress-banger like Fredo could be relied on to sniff out some "good times" for raunchy politicians even if Michael had been hosting them in Stalinist Moscow.