I will have to go back and check, but I'm pretty sure it was a rare episode in the first season, or even the second, that didn't mention the name of the show either in the introduction or at the end. This one stands out to me as having neither, so I think I might be right there, but nerdy research will show.
As for the off-screen thing, yes, I make reference to it at the start of season two that from then on, Serling is seen making the announcements; I even have a new section which details where he is and what he's doing in each episode.
More to come immediately!