It's one of the cornerstones of WTS mythology, that WW1 was a complete and sudden surprise, that absolutely no one in the world expected it, that the world was rushing toward a utopian panacea until it just happened.
The truth is, the roots of WW1 stretched back decades. Most people viewed the war as inevitable. The only surprise was that it lasted as long as it did
Ditto to Sir82's and JeffT's (check your PMs BTW) comments, but I would add one more surprise. The world was surprised in how it actually started (shot heard 'round the world). JWs quote historians out of context when they speak of this aspect. In undergrad, I was required to take a world history class. I was still 'in,' though very disillusioned, but I felt secure that the 'history' I had learned as a JW was correct.
Long story short, I was shocked to learn that the war happened BECAUSE it was so expected, contrary to what JWs say. Facing the looming threat of war, countries had formed various protection alliances. Other countries were quickly dragged in dominoe-style because they were sworn to support.
I heartily recommend that everyone read the books recommended on this thread, or buy an older, used, college textbook that covers 'World History From 1500 On.'
Misunderstanding world history is critical to the JW myth that they are God's channel. Since world history is a required class for virtually every degree, it's no wonder the WTBTS is railing against a college education.