This is likely due to a Grimoire card code that you have redeemed and unlocked, not due to receiving it in game. Prior to the launch of Destiny, Bungie released free codes to redeem on Bungie.net and one of the codes contained a Grimoire entry for Red Death. This has caused some confusion with players, as exotic weapon Grimoire cards typically appear after obtaining the weapon in game. 
 
An easy way to check if you had a Red Death is to go to your Legend and click on your Grimoire score, then navigate to "Primary Weapons" under the Inventory category to access the card and check the stats. If there are no kills recorded, it is very likely that you obtained this card through the free Bungie code. We apologize for any confusion.