Actually, it's debatable whether or not WWI was in fact the first world war. Winston Churchill, for instance, considered the Seven Years' War (1756-1763) the first world war.
And if you look at the Seven Years' War's wikipedia entry:
The war was described as the first "world war", though this label was also given to various earlier conflicts such as the Eighty Years' War, the Thirty Years' War, the Spanish War of Succession and the Austrian War of Succession, and to later conflicts such as the Napoleonic Wars. As a partially Anglo-French conflict involving developing empires, the war was one of the most significant phases of the 18th century Second Hundred Years' War.[