Jude 1:5

Now I want to remind you, although you once fully knew it, that Jesus, who saved a people out of the land of Egypt, afterward destroyed those who did not believe.
(ESV)

 Jude is going to give several different examples from the Old Testament. 

I want to begin by pointing out that what Jude is going to be saying are things that one already knows, but Jude is going to remind us anyway.  I say that to my son quite often, "Son, I know that you probably already know this, but I am going to say it anyway..."  I usually say this when he is not acting as if he really did know this.  Having heard something before doesn't necessarily mean that you actually know it.

The story of the Exodus is full of examples of this.  Even though the Lord rescued them from Egypt, when they were disobedient, they were destroyed.  Remember that the false teaching that Jude is revealing has to do with people who believe that once they are saved, God will not judge them.  So, Jude is showing here that there were many, because we have all heard the story of the Exodus and the constantly rebelling Israelites, that were judged after they were "saved".