It wasn't meant to be one big long movie, but there was the intention to create one long story in the form of The Journal of the Whills. Whatever his reasoning, GL decided to start in the middle rather than the beginning because he hadn't actually thought of the beginning and didn't have an ending written up beyond some sketchy ideas.

As for the episode numbers, it would probably have worked out well without them, but we're stuck with them now due to all the backtracking made over the years over how many parts there were supposed to be...