Were there critics who thought that A New Hope was so complete it could not be followed up? The Empire Strijes Back is regarded as one of the greatest films of all time, let alone sequels. Were people surprised that it worked so well?
At this point the adventures of Luke, Leia and Han Solo appear to be a self-sustaining organism
-Vincent Canby, The New York Times, 15 June 1980
Star Wars was always going to have a cinematic sequel. What that sequel would look like, however, was initially very much up in the air.
When Lucas hired popular SF author Alan Dean Foster to ghostwrite the novelization of Star Wars, the contract included a special stipulation. Foster would also write a spinoff novel, potentially to be filmed as a low-budget sequel if the initial film flopped.
The resulting Splinter of the Mind's Eye of 1978 thus lets us see quite a bit of "what could have been"--the idea was that the potential film adaptation of that would re-use the props, costumes, settings of SW to save money, so Foster worked extensively from Lucas' notes and previous drafts. Han Solo is Sir Not Appearing In This Book, partially because the character was considered too awesome to play a peripheral role, partially because they worried about bringing Harrison Ford back for a B-flick in particular. And, weirdest of all for readers of today, Luke and Leia are everything but an official couple. Obviously the full story arc was...not yet in place.
But Star Wars turned out to be a huge hit, and so Lucas mobilized for making a true cinematic sequel. Non-movie sequels like Splinter of the Mind's Eye and, yes, the TV Star Wars Holiday Special showed that the public was primed for more adventures in a galaxy far, far away. Of course there was the tie-in merchandise (...the kids love this one), but I mention the book and now-anathemized Holiday Special because they furthered the nascent saga's central narrative, if not quite in its eventual direction.
In his review of ESB, L.A. Times movie critic Charles Champlin wrote,
There can have been very few sequels in history for which commercial and creative success could be so confidently predicted.
But he also alluded to its naysayers:
You could argue that the spoilsports who resent all success would turn out in legions at the first whisper that “Empire” might not be up to the original
Interestingly, the "spoilsports" who worried that ESB might not live up to the magic of SW included its director! Irvin Kershner originally turned down the job for fear that any sequel would inevitably fall short. Fortunately for posterity, he was persuaded otherwise and took up the job. The production process still didn't restore his faith, though--in interviews he's explained it was an extremely difficult shoot due to technical complexity and illness among the crew.
Despite the director's misgivings, as Champlin had foreseen, ESB was an enormous popular hit. Critical response was mixed. According to the NY Times review I quoted above, Harrison Ford is "cheerfully nondescript," Princess Leia is a "as sexlessly pretty as the base of a porcelain lamp", the movie itself is "nice and inoffensive," and having to review ESB proves that movie critics are paid to write a lot of words about nothing. On every level, according to Canby, ESB failed to muster up anything remotely as appealing as the original. But even he knew it would be a hit:
On the basis of the early receipts, "The Empire Strikes Back" could make more money than any other movie in history, except, maybe, "Star Wars." It is the second film in a projected series that may last longer than the civilization that produced it.
So overall, it's a positive picture but with some critical assessments mixed in. ESB's own director worried that his movie wouldn't live up to the first. Movie reviewers (Canby was NOT alone) initially agreed with him. But popular audiences had been primed by a vast explosion of tie-ins that included narrative sequels starring the movie's main cast. Even with the, um, sometimes dubious quality of said productions, ESB was an immediate hit--to no one's surprise.