I think I saw on QI that WWI was already being called that before the war had ended.
People at the time knew there would probably be another one someday.
Which isn't that odd, really. We use the Term WWIII at times. It's not that we know it will definitely happen but it's not something that's unfathomable either.
Good point. Of course, with the number of nuclear war-heads we've built, I would feel pretty confident referring to it as "World War Final".
I actually usually just refer to it as "our extinction event". But I'll acknowledge I'm going out on a limb - there's plenty of other ways we could finish ourselves off.