He mentioned that somewhere. It might have been in the script books, and possibly the usenet archives.
You can see that in similarities with various characters -- Lyta Alexander/Talia Winters, Jeffrey Sinclair/John Sheridan, Catherine Sakai/Anna Sheridan. (Note that the former encountered First Ones in a season 1 episode, setting up the possibility of her encountering the Shadows between season 1 and 2.)