History is the imposing of narratives on raw events. (And select which events matter for these narratives.) These narratives include categorizations like "The Great Depression" and "The Age of Exploration" and even things like "World War I" and "World War II." These are not "natural" categories, in the way that someone's life-span can be. When they start and when they end isn't written on the stars. Sometimes these events do seem relatively bounded by sharp demarcations, but often their edges are fuzzier.

So historians have a lot of fun talking about when, for example, "World War II" should be considered to start. 1939, with the invasion of Poland? 1937, with the invasion of China? 1935, the invasion of Ethiopia? Or as something even much earlier?

There are some (like Eric Hobsbawm) who think that even separating out WWII from the Cold War makes little sense — that the whole 1914-1991 period should be considered one extended period that he dubbed the "Age of Extremes" of the "short 20th century."

So, anyway — you can see these things as being one continuous conflict. There are certain interpretative frameworks where this approach is "useful" — it highlights things about the continuity of the conflicts, the connections of the events, the fact that 1939 hardly came out of nowhere, etc. There are other aspects of this interpretation which are less useful — would one really say that Weimar Germany was a participant in the Second World War? Does that clarify things or confuse them? There are also significant differences in the motivations and conducts of the First and Second World Wars. Does lumping them together obscure those? What is the goal of lumping them together, other than the fact that the second is causally related to the first? (In which case, if we are only lumping them because they are causally related, isn't everything causally related in some sense and thus one giant, useless lump we might call "history"?) And does that lumping effect obscure other relations — e.g. is it too Euro-centric a notion of what constitutes the Second World War, one that ignores its other global aspects?

You can make the argument either way. Sometimes it is useful, sometimes it is not. Historians are very tolerant of people proposing a new categorization if it is useful. The trick is to recognize that there isn't some categorization handed down on stone tablets, and that you have to make a good argument for any categorization. The "default" categorization of these wars is the one imposed by the people who were living during them, but those aren't necessarily the best ones.

Some historians such as Eugene Weber actually refer to this period of 1914-1945 the second thirty years war. Between the world wars there were many conflicts such as the winter war, civil war in Spain, Russian invasion of poland, the communist revolution in russia, and generally instability in many post-war nations. Also many more conflicts involving western or industrialized nations occurred that i don't remember off the top of my head