The authors of New Testament books didn't title their works. Maybe they thought that was a little too fancy. But later generations of Christians, who liked fancy names, needed something to help them tell which book was which. They couldn't use the first line—"Paul, a servant of Jesus Christ…"—like they had done for other books, so they went the simple route.
The most commonly used title for this one—The Epistle to the Romans—pretty much says it all. It just means that this book of the Bible
• is a letter.
• was sent to the Christian church in Rome.
Sometimes you'll see alternative titles for this one like "The Letter of St. Paul to the Romans" or more simply just "Romans." These all mean the same thing. Paul wrote it. The Romans read it. Then it wound up in the Bible. Easy peasy lemon squeezy.