Is it true that when the indians saw ships for the first time, they couldn't see them because they had never known of its existence?

It's a bogus claim; the psuedoscience documentary What the bleep do we know? popularized it in recent years. There are several websites and videos debunking that movie, but for quick reference, here's a short video discussing the relevant clips.

The story is a misrepresentation of a Cook's expedition to Australia, where indigenous Australians (called "Indians" in the journal of John Banks, the botanist who accompanied Cook and the ultimate source for this story) sometimes ignored the Endeavour as it passed within a quarter of a mile of the coast. Here is a brief account of such an event from April 28, 1770, and probably the one incident that inspired the later claim of people being unable to perceive ships at sea.

By noon we were within the mouth of the inlet, which appeared very good. Under the south head of it were four small canoes; in each of these was one man who held in his hand a long pole with which he struck fish, venturing with his little imbarkation almost into the surf. These people seemed to be totally engaged in what they were about: the ship passed within a quarter of a mile of them and yet they scarce lifted their eyes from their employment; I was almost inclined to think that attentive to their business and defeaned by the noise of the surf they neither saw nor heard her go past them. At one we came to an anchor abreast of a small village consisting of about six or eight houses. Soon after this an old woman followed by three children came out of the wood; she carried several pieces of stick and the children also had their little burdens; when she came to the houses three more, younger children came out of one of them to meet her. She often looked at the ship but expressed neither surprise nor concern. Soon after this she lighted a fire, and the four canoes came in from fishing; the people landed; hauled up their boats, and began to dress their dinner, to all appearances totally unmoved at us, though we were within a little more than half a mile of them. Of all these people we had seen so distinctly through our glasses we had not been able to observe the least signs of clothing; myself to the best of my judgement plainly discerned that the woman did not copy our mother Eve even in the fig-leaf.

Of course, it's completely cherry-picking from Banks' writings to use this passage as evidence that Australians could not perceive the Endeavour. Immediately before the quoted passage, Banks wrote about other people who were obviously reacting to the presence of the Endeavour and its associated landing party.

The land this morn appeared cliffy and barren without wood. An opening appearing like a harbor was seen, and we stood directly in for it. A small smoke arising from a very barren place directed our glasses that way, and we soon saw about ten people, whom on our approach left the fire and retired to a little eminence where they could conveniently see the ship. Soon after this, two canoes carrying two men each landed on the beach under them; the men hauled up their boats and went to their fellows upon the hill. Our boat which had been sent ahead to sound now approached the place, and they all retired higher up on the hill' we saw, however, that at the beach or landing-place one man at least was hid among some rocks who never that we could see left that place. Our boat proceeded along shore and the Indians followed her at a distance. When she came back, the officer who was in her told me that in a cove a little within the harbour they came down to the beach and invited our people to land by many signs and word(s) which he did not at all understand; all, however, were armed with long pikes and a wooden weapon made something like short scimitar.

As for the situation in the Ameicas, there's absolutely nothing to support this claim there. You can read about Columbus' first encounters with Native Americans here starting on the bottom of page 36. His journal jumps pretty quickly from the first sighting of land to his first landing, so there's no mention of how the Lucayans react to his approach. There's friendly interaction on shore on October 12th and on October 13th mention that the natives were coming to Columbus' ships in their own canoes (some large enough to hold 40+ people). All in all, despite Columbus' paternalistic and imperialistic opinions of those he met, first contact went rather well up until Columbus decides to start kidnapping people to serve as translators. No evidence of mysterious invisible ships.