- It's revealed at the end of "Closing Time" that the Silence have erased River's memories of them. We are never told exactly how much they messed with her head, but it must have been fairly extensive. If you think about it, and paying close attention to River's behaviour in this episode, at the beginning of the episode she doesn't remember the significance of Lake Silencio or that she is the astronaut. She only remembers after unloading her gun in the astronaut's direction, which is why she says " . . . 'course not." after the astronaut descends into the lake. Because of the large-scale memory tampering River's been victim to, it is also entirely likely that, at least for this episode, she doesn't remember that the Doctor found a way to fake his death. Whether she remembered that information during the three-month Time Skip is up in the air, however.
Fridge / Doctor Who S32 E1 "The Impossible Astronaut"