Jimmy's first appearance is considered to be in Action Comics #6 (November 1938) as a nameless blond boy of maybe 12 or 13. He became Jimmy Olsen on the Adventures of Superman radio show on April 15th, 1940. From there, back to the comics, with Siegel and Shuster refining his character and appearance as "Jimmy" in Superman #13. And then it takes two more issues of the bimonthly title to give him - or rather, CONFIRM - his last name.
So I think they can be forgiven for throwing it away in a caption box late in a story where he appears only for a couple pages.
Comments
I loved seeing the origin develop in the radio show, where young Jimmy even suggested Superman work as a newspaper reporter... I can't remember if he suggested the name Clark Kent or not and I recall Superman appeared fully grown, his first appearance was saving the train Jimmy and his dad was on.
It was only a few episodes later the whole story rebooted and told the origin story afresh with more of the details we're familiar with now.