On the Rocks Ji, believe me U are safe and fine 100% on this. The only documents that you need while entering US in F1 status is valid visa and valid I-20. Although it is always a good idea (or say the best thing to do) to carry all the supporting documents (previous I-20) while traveling, the only I-20 u need at the port of entry will be the latest one. While in OPT you have a I-20 valid upto the date of ur OPT expiration date plus few extra time. Now when you get a new I-20, ur previous university (OPT) ( if same college then they don't release you from SEVIS; all they do is issue you a new I-20 with different expertion date) will realease your SEVIS, and a new information is created on the database.

Believe me, at port of entry, an immgration officer doesn't have all time to go through your each and every documents. They have minutes and two. within this period, they check your status on their system,a nd make sure ur visa is valid and I-20 is current. Few will ask you sometimes couple of questions.