: In titles, "the" is typically not capitalized unless it is the first word.
: 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 Sonic The Hedgehog 4 Episode 1 PSN
: A colon is used to separate the main title from the specific episode. : In titles, "the" is typically not capitalized
The proper way to write the title of this game is: . : In titles