When did World War II get its name?

The war of 1914-1918 was known as the Great War. In the 1930s, the Great War became known as the First World War, so inevitably the 1939-1945 war became the Second World War.

The name "World War" was used some time 1939. Newspapers and governments in the democratic countries discussed how they could avoid a second world war. In Germany, secret conferences were held to plan for and work out how to start what even they called a second world war.