To a certain extent, people did not see World War II coming even after the invasion of Poland. I'll explain what I mean by this next, but first lets start with the turning point, the German occupation of Prague.

As strange as it seems in retrospect, even after the re-militarization of Germany and the annexation of Austria, the consensus among the leaders of Europe was that Hitler would not subject Europe once again to the horrors of the First World War (the Great War, as it was called then). The unification of Germany and Austria, after all, was a unification of German people--didn't they have that right to do just that? Was ethnicity not foundational to the concept of self-determination when so many nations spawned at the end of the Great War? So when Hitler began to demand autonomy for the Germans of Czechoslovakia (who mostly lived in the Sudeten Mountains which bordered Germany), his demands still seemed reasonable. It still appeared more reasonable to the leaders of France and Britain to allow Germany to annex German lands than to once again go to war. This led to the infamous Munich Conference, where the leaders of Britain, France, Germany, and Italy (but not Czechoslovakia) negotiated the transfer of the Sudetenland from Czechoslovakia to Germany.

After Hitler subsequently occupied the rest of the Czech lands, it became clear that his ambitions went beyond the unification of German lands. Thus when he turned his attention to the "Polish corridor," a section of Poland that was given to it after WWI to give it access to the sea, but which also separated East Prussia from the rest of Germany, the leaders of France and Britain understood this for what it was--a grab for territory, and not just an attempt to complete the unification of the German people into one contiguous nation, as he claimed. Thus they made a stand with Poland and declared war when Germany invaded.

Here is where it gets strange: neither Britain nor France came to Poland's defense (France initiated an abortive invasion of Germany), and the fighting stopped after Hitler conquered his sections of Poland (as per the Molotov-Ribbentrop Pact, the Soviet Union took over eastern Poland). This began a period in European history known as the "Phoney War." Now obviously a war had been declared, but Britain and France did very little to wage war on Germany, and certainly did not launch an attack on Germany itself. Many hoped that a peace could still be reached without a war being fought. The "war" continued at sea, there were some air attacks on Britain, and the Allies sent some troops to Norway when Hitler invaded that country, but there was still no significant fighting on the French/German border. The Allies gained intelligence showing that the Germans had planned an attack on France similar to that of WWI (this intelligence proved faulty, as the Germans changed their plan and instead launched a risky tank assault through the Ardennes Forest), and they prepared to defend against it, but it was not until the German invasion of France in 1940, eight months after Britain and France had declared war on Germany, that the European theater became what we remember of it, and only then did continued war become inevitable.

To some extent, the Spanish Republican government saw WW2 coming, although they were a bit off in their predictions and didn't live to see it happen. After Juan Negrín became Prime Minister in 1937, mid way through the Spanish Civil War, he switched the focus of the Republican war effort to appealing to foreign powers in order to get proper foreign aid and support, and to end the policy of non-intervention, which severely hampered the Republican war effort.

This was all done so that Spain could have friendly relations with France and the other democracies against Germany and Italy, who were both operating in Spain alongside Franco's forces. Negrín expected that a "european war" was to break out imminently, and this was all to make sure the Spanish Republic would become involved in it on the side of the western allies. Unfortunately for the Republic, however, it collapsed by the end of March and the Civil War ended just a few months too late for WW2.

Source:

Beevor, Antony. The Battle for Spain