How did Jethro know Moses's God? Jethro appeared to be a friendly guy to Moses, and even appeared to agree with what Moses believed in, especially in theological terms (i.e. worshipping Yahweh). 

If that's the case, then how did Jethro know Yahweh, an Israelite God? How was he already an established priest of Yahweh, even though he didn't go to Egypt and interact with the enslaved Israelites etc.?
According to ancient tradition, Moses wrote down the book of Job. Clues in the text suggest that Job lived after Abraham and before Moses. These clues include genealogical references and place names.

The text of Job uses these names for God: El, Eloah and Elohim. 

The theology of Job:


is monothesitic
denies the divinity of Sun, Moon and Stars
speaks of God creating all things
speaks of the flood of Noah
looks forward to a redeemer who would save people from death and perfect them


Given that Moses grew up in Egypt in the royal court where pantheism was practiced, it is unlikely that he became acquainted with Job there. The most likely source for Moses to learn about Job is from Jethro, since:


Midian is not far from the lands where Job's friends and Elihu came from. 
the title "Priest of Midian" might actually mean religious functionary and not just local tribal elder or leader


Given that Job's friends were also monotheistic, it seems that such views were more widespread than some think. Rather than monotheism being a late development in religion, it may have been the original religion, which polytheism displaced as it spread like a cancer.