Did they keep it when they also kept your passport? Sometimes they staple your I-20 into your passport, or give it to you in a separate envelope. But they should give it back to you somehow because you will need your I-20 to enter the country. (Your I-20 is more important than the visa foil in your passport...) If you don't get it back, contact your college and ask for another one. Your college can print out as many as they need to, it's not a big deal.
If so, just let it be as what it is now... Don't need to worry about it.. when the officer at the immigration asks you about it, you just have to explain that the person from the embassy is the one who wrote that. Also, if you received it in the enveloped, you are not supposed to open it
