wrongo, it was always entitled STAR WARS: Epispde IV A New Hope. Although the subtitle A New Hope never appeared on an promo materials, it always appeared in the openning crawl, leading to speculation by viewers that if this was episode 4 then there must be a 1,2, and 3 and with Vader alive at the end of A New Hope you just knew that #5 was coming.
review of EMPIRE found in the Washington Post. It's dated May 18, 1980 and is written by Gary Arnold:
Just as "Star Wars" and "The Empire Strikes Back" start in the thick of the action, jumping into military operations caused by civil war in a remote, exotic, technologically advanced interplanetary civilization, Lucas recently disclosed that he started in the middle of a grandiose epic narrative. These sensational popular spectacles are intended to be merely the first and second chapters of a trilogy, which will be completed in 1982 or 1983 by a third chapter entitled "Revenge of the Jedi" (changed to "Return of the Jedi"). When "Star Wars" is reissued, probably next summer, the prints will include the subtitle, Episode IV: A New Hope". This adjustment may already be seen in the published screenplay, which came out last winter in an attractive book called "The Art of Star Wars." (emphasis added)And here is one from Newsweek dated May 19, 1980, a review of TESB by David Ansen:
"Viewers may be in for a surprise when the credits announce 'Star Wars, Episode V: The Empire Strikes Back.' Episode 'FIVE?' Have we slipped into a time warp? Actually, what we are getting is the second act of the middle trilogy of a projected nine-film cycle. The first 'Star Wars' will be retitled 'Episode IV: A New Hope,' and the next sequel, projected for 1983, will resolve all the dangling threads of the Luke Skywalker saga." (emphasis added)And another review in Time magazine's May 19, 1980 issue, mentions the retitling of the original film from just STAR WARS to STAR WARS EPISODE IV: A NEW HOPE.
"The very first surprise in 'The Empire Strikes Back' comes in the opening credits: the movie is identified as 'Episode V.' Since it is the immediate sequel to the original 'Star Wars,' that opus has been retitled 'Star Wars: Episode IV,' raising a meteor shower of questions. (emphasis added)
I remember reading almost the exact same words in a review of TESB in the Fort Worth Star Telegram in 1980 (I didn't remember what year it was until I saw these dates in the reviews). Now clearly, if SW had been released as Episode IV in its original theatrical release, the Episode V would have come as no surprise. I would suggest that the memories you have of being curious or confused about the Episode IV is really a projection of your reaction to the Episode V title of TESB back on the original movie.
You are incorrect.