Albert speaks first because he's Albert! They're obviously just going alphabetically.
Maybe my other comment was right and they should have been called Alice, Bob, and Carol.
The way I read the question, it's as though a moderator said: "Albert, tell me what's on your mind." "Bernard?" "Albert?"
I will add that #4 should certainly be in the past tense ("at first I didn't know") because this way Albert and Bernard are in on the fact that they're part of a logical puzzle!! They should not know that they are characters in a puzzle.
This is how I read the puzzle:
Moderator to Albert: tell the reader what you know.
Albert: I don't know when Cheryl's birthday is, but I know that Bernard does not know too.
Moderator to Bernard: And you, Bernard?
Bernard: At first in this puzzle I don't know when Cheryl's birthday is (before Albert spoke), but now that you have asked Albert, and I've heard his response, I've figured it out.
Moderator to Albert: And any thoughts from you, now that Bernard has figured it out?
Albert: Yes. Given the information Bernard has now stated, I would say I also know Cheryl's birthday now.