lazy history sunday!

Before World War II, the war was also known as The Great War, The World War, The War to End All Wars, The Kaiser's War, The War of the Nations and The War in Europe. In France and Belgium it was sometimes referred to as La Guerre du Droit (the War for Justice) or La Guerre Pour la Civilisation / de Oorlog tot de Beschaving (the War to Preserve Civilisation), especially on medals and commemorative monuments [. . .]

The earliest known use of the term First World War appeared during the war. German biologist and philosopher Ernst Haeckel wrote shortly after the start of the war:

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.[214]
—Indianapolis Star, 20 September 1914

The term was used again near the end of the war. English journalist Charles A. Repington wrote:

I saw Major Johnstone, the Harvard Professor who is here to lay the bases of an American History. We discussed the right name of the war. I said that we called it now The War, but that this could not last. The Napoleonic War was The Great War. To call it The German War was too much flattery for the Boche. I suggested The World War as a shade better title, and finally we mutually agreed to call it The First World War in order to prevent the millennium folk from forgetting that the history of the world was the history of war.[215]
—The First World War, 1914-1918 (1920), Volume I, Page 391.

The above was directly excerpted from the wikipedia page "World War I," where you can see links to the citations. It's always interesting to see where history sees itself with that kind of awareness before it's actually history.