If you want to reference a source that uses initials (e.g. H. S. Bennet) instead of writing out the first name, you can use initials if you do not know the first name. However, it is preferable to write out the first name. Accordingly, if the author is H.S. Bennet, and I know the first name is Henry, I would give the source as follows:
Footnote: Henry S. Bennet, Title of the Book, (City of Publication: Publisher, date of publication), page number.
Bibliography: Bennet, Henry S. Title of the Book. City of Publication: Publisher, date of publication.

For authors that always use initials, full names should not be given, and there should be a space added between the initials. Examples: T. S. Eliot,
C. S. Lewis, H. G. Wells