Two emails:

Dear Jonah:
From what Iโ€™ve read in pre-World War II books, the 1914-1918 conflict was generally referred to as โ€œthe World War.โ€
Now what follows is a pet theory of mine, confirmed by no particular research. But Iโ€™m more or less convinced that the terms โ€œWorld War Iโ€ and โ€œWorld War IIโ€ began as Time-isms. That is, terms coined by Time Magazine when that particular magazine was fairly obnoxious about coining cutesie terms and streamlining journalistic prose. We donโ€™t realize it now because the terms are so familiar, but โ€œWorld War Iโ€ and โ€œWorld War IIโ€ are a bit odd and artificial-sounding, the creation of someone too clever by half, but just right for Time in that era.
What makes me think this is that some years ago, while researching published articles on Superman (of all things), I came across a Time article printed just after the German invasion of Poland, light-heartedly discussing the dilemma faced by the creators of an all-powerful fictional character in the light of real-world events. (That is, if he really existed, Superman could easily put a stop to the European war. So how do the stripโ€™s creators explain why he doesnโ€™t?) This was published in late โ€˜39, about as early as possible after the war broke out, and yet the article used the term โ€œWorld War II.โ€ I donโ€™t know if the term was in use before that (as it might well have been, since the concept of a second world war looming in the near future was not unfamiliar in the late โ€™30s), but itโ€™s amusing to think that the first use of โ€œWorld War IIโ€ ever might have been in an article about Superman.
โ€œWorld War Eyeโ€ was used in some time travel novel I once read. The heroine, a girl from the 1890s, is briefly brought forward to the present day, and while looking around the heroโ€™s apartment, asks about the title of some book on his shelves, โ€œWhatโ€™s World War Eye?โ€ The hero just feels dismay that heโ€™ll have to tell her whatโ€™s going to happen to in the Twentieth Centuryโ€ฆ

And:

Donโ€™t let that correspondent diffuse any righteously pedantic outrage. Doesnโ€™t it always bother you that Star Trek races tended name their planet in reference to orbit number of their star, like โ€œLegara IVโ€ from TNG and โ€œCamus IIโ€ from TOS? As if Earth is โ€œSol III.โ€ Unbelievable.