The authors of New Testament books didn't title their works. If they did, then we might be reading "The Most Awesome Gospel of All-Time According to John" right now. But since later generations of Christians needed something to help them tell one story from another, they went and slapped names on those bad boys.
This one got the title "The Epistle to the Hebrews" pretty early on in the game. But…uh…it doesn't really fit.
For one, the book isn't much of an epistle; it's more like a bunch of sermons strung together. The book also never says it's addressed to "Hebrews." People always assumed that the original readers were Jewish ("Hebrews" was another way of saying "Jews" back in the 1st century), but scholars today aren't sure exactly who this book was meant for. Was it supposed to appeal to Jews who liked Jesus? Or just regular non-Christian Jews? Or maybe Gentiles who are really into Jewish scripture? How about all of the above? (Source, 1149-50)
Yup. The title to this one raises a lot of questions and we don't have a whole lot of answers.