What is obvious to us that wasn't obvious to them? Where there any generals objecting to war on the basis that it just won't produce victory? I understand that Nazis where ideologically blinded and most of them where not all that competent, but what about the rest of the high command?
Yes, as early as 1938 during the Sudetenland crisis there existed a conspiracy among certain army officers (including Hans Oster) to overthrow Hitler because they believe that a war would not be winnable. Many of those same officers actually were involved in the abortive July 1944 coup against him. More officers who did not want to overthrow Hitler still opposed the war on the grounds that they were likely to lose it. Heer chief of staff Ludwig Beck attempted to organize a mass resignation of the officer corp to oppose the war, but ended up only resigning himself. However, the Munich pact averted this particular war in 1938.
The key turning point was probably the fall of France. In 1940 Germany manage to in around 6 weeks to achieve what they have not being able to achieve in 4 years in WWI: force a French surrender. Hitler's political capital was sky high and opposition from within the military became muted.
It was to become open again following the failure of operation Barbarossa to knock the Soviet Union out of the war, by December 1941 certain Wehrmacht officers who had access to the correct economic data (Frederich Fromm and the Wehrmacht economic office are examples) realized that a war against the USSR was not winnable, and that a "political solution' was required.
This trend continued, and accelerated with the loss of Stalingrad in 1943. It culminated, of course, in the failed July 20th plot and the execution of many officers.
Throughout the entire war, most German officers, despite their sometimes reservations against starting WWII, did follow orders from their government to plan and execute the war. As professional military man were trained to do. There were certainly many officers who didn't think the war couldn't be won (at least in 1938-1939, and again after 1941) but followed orders from the civilian government to carry out the war.