Knee pain is something that will bother all riders eventually, especially if you start pushing harder/faster than you are normally accustom to. Of course, if you want to increase your speed/fitness, you have to push harder. Knee pain comes with the territory. At best it is a minor problem that goes away on it's own.
Correct saddle height is very important. There is a fine line between being too low and aerodynamic versus being higher, more powerful, but less aerodynamic. It takes some time and experimentation to find the right height.
Generally, you are much more likely to have knee problems/pain when your saddle is too low. Too high might cause some achilles/ankle pain, but that is not as serious as working against lots of resistance with a saddle that is too low.
I always say pamper your knees at all times. Knee warmers when it's cold, warm up/cool down, avoiding activities like running, basketball, soccer, etc., and doing isolated leg training (ILT).
The knees are the most important part of a riders body. Nothing will happen on the bike if your knees hurt. Take care of your knees at all time!!!
Good luck!!!