Does the OFDM MMSE Channel Estimator Require Prior Channel Knowledge?
It's true that the MMSE channel estimator requires some a-priori channel knowledge, namely the autocovariance (or autocorrelation) matrix of the channel and the signal-to-noise ratio (SNR). Note that these are statistical quantities while the aim of channel estimation is to estimate the actual channel transfer function at a certain point in time.

The autocovariance matrix $\underline R_{HH}$ is based on some statistical channel model, e.g. the Rayleigh fading channel or AWGN channel. As you have observed correctly, the channel matrix $H$ is unknown and thus $\underline R_{HH}$ cannot be calculated from $H$. It's rather an assumption based on theroetical models or earlier measurements. 

The SNR can usually be estimated from the received signal by measuring the noise power on zero subcarriers or analyzing the received constellation diagram.