Its Dr. Wagner in the first episode!!! Even if he was arrested by Jane, it is possible that it was a kind of "testing" Jane. It would be very logic, if red john appears in the first episode (Title episode : "Red John"!!!!!) to give the whole serie an implicite character of constructive unity. Who else would rape and kill a women to hide a crime behind Red John, if not somebody seriously mad!!
PS: Jane and Red John shook hands: There is one scene in this episode where the camera focuses particularly on the hand shaking of Jane and Dr. Wagner.