: While "Episode 1" is common in search listings, the official branding often uses Roman numerals (Episode I). SEGA Reviews » SEGAbits - #1 Source for SEGA News
: A colon is used to separate the main title from the specific episode. Sonic The Hedgehog 4 Episode 1 PSN
: In titles, "the" is typically not capitalized unless it is the first word. : While "Episode 1" is common in search