Put simply, it was very difficult. Remarque, author of "All Quiet on the Western Front", was a veteran himself and knew full well of the issues that civilian life posed for vets.

WWI was the first large scale industrialized war which saw extensive use of tanks, poisonous gas, howitzers, sub-machine guns, etc. These modern weapons were fantastic at killing and resulted casualties on a scale never seen before, horrifically mangled bodies and psychological warfare that pushed men into some of the first recorded cases of Shell-Shock (PTSD).

Survivors of the war returned home to countries with a populous which knew nothing of what WWI was really like. Certainly, the media had reported how horrific the fronts were, but it was always done through rose colored glasses and censors to "keep up the war effort". Regardless, there's no way a newspaper or a newsreel could have accurately portrayed how it felt to see victims of a gas attack or the shredded remains of one's friends after their fortifications took a direct hit from a shell.

Veterans would often struggle sharing their experiences. They had returned home to an alien population who could empathize with veteran's stories but would never fully understand the experience of modern war. Many of these vets just simply shut others out. Psychology was in its infancy, and thus there was no psychological help for soldiers who struggled with returning to the status quo. In general, veterans didn't have anyone to relate to besides other veterans, and they felt very disillusioned with the world as a result.

This cynicism led to the "Lost Generation" of the 1920's. Sexuality and alcoholism ran rampant and were used as coping mechanisms for survivors. For many veterans, life after the war was lonely, somewhat dismal, seemingly trivial and often marked with depression. Many never got over their experiences from wartime.

For a more in depth look at life for WWI survivors, I highly recommend Hemingway's "The Sun Also Rises". It is easily the best representation of life for the Lost Generation I've ever read.