Joe, Regarding your question,the piece below comes from Wikipedia.
In Canada, Maclean's magazine in October 1914 wrote, "Some wars name themselves. This is the Great War." During the interwar period (1918–1939), the war was most often called the World War and the Great War in English-speaking countries.
The term "First World War" was first used in September 1914 by the German biologist and philosopher Ernst Haeckel, who claimed that "there is no doubt that the course and character of the feared 'European War' ... will become the first world war in the full sense of the word," citing a wire service report in The Indianapolis Star on 20 September 1914. After the onset of the Second World War in 1939, the terms World War I or the First World War became standard, with British and Canadian historians favouring the First World War, and Americans World War I.
Pasted from https://en.wikipedia.org/wiki/World_War_I