Yeah, "The Cage" (in which Pike visits Talos IV) was intended to be the first episode, but the network didn't like it and sent in notes (notably forcing a choice between "the alien" or "the woman," but not both). Normally at this point, the original pilot would've been scrapped, becoming nothing more than a bit of trivia (there are countless "lost pilots" drifting around Hollywood in private collections).
However, Jeffrey Hunter (Capt. Pike) and John Hoyt (Dr. Boyce) had become unavailable, so Roddenberry decided that, rather than re-cast, he'd just replace them with different characters (essentially just doing a name-swap; Kirk and Bones ended up with essentially the same personalities and relationship Pike and Boyce were intended to have in the series going forward). This meant that Roddenberry could later re-use clips from "The Cage" in a new episode ("The Menagerie," establishing Pike as the previous captain), thereby saving money.