In previous versions of SQL Developer, when I have an SQL file open, but that tab is not yet associated with a database connection, I could select a query in that file and hit Ctrl+Enter to execute the query. This would bring up a "Select Connection" dialog where I could select a database, and if not already connected to that database I would be prompted for login details before it ran the query and displayed the results.
In SQL Developer 4.0EA1, it almost does the same thing, except that it also opens a blank new tab, which then gets the focus and ultimately hiding the tab I was working on and the results I wanted to see. It shouldn't be opening a new tab. Selecting a connection from the combo box on the top-right of the tab does not suffer from the same problem. It allows you to connect to a database but keeps you on the same tab where you're already working.
I'm not sure if there's anywhere else to log this bug, but I couldn't find anywhere else for submitting bugs, so if this isn't the place for reporting bugs, I'll be happy to raise a bug there.