This is a question that I have been thinking about for awhile. We all know that World War I went by several different names (The Great War, The War to End all Wars, etc.) during the time it occurred but at what point did people start calling World I, World War I? Does it have anything to do with the emergence of World War II?
While more can always be written, you may be interested in this previous answer of mine which talks about both the origins of the name of WWI and of WWII.
This sub's FAQ also has a shorter answer of mine which addresses the history of the name of the First World War alone.