The name aldehyde is derived from "alcohol dehydrogenase". That is, if you remove H2 from C1 and C2 of n-propyl alcohol, you have propionaldehyde. Notice the n- prefix (normal) is required for the straight chain alcohol to distinguish it from i-propyl alcohol (iso). The prefix is not required for propionaldehyde (or a 1- for propanal) because there can be only one such aldehyde.