It always said “Episode 4: A New Hope” in the Credits roll. And GL always claimed it was the grand plan (I remember talking about the fact there were going to be prequels and more sequels with my friends in the playground around the time ROTJ came out)
BUT
The real reason they put that at the start was to give the feeling the film was part of an ongoing Saturday matinee serial, like Buck Rodgers or Zoro