A careful study of Rasputin and the Czar's Russia is also helpful in understanding the winds of war. That was one very interesting time in world history. I recommend The Life and Times of Grigorii Rasputin by Alex DeJong. There are many other good ones as well.
I learned in school that it was the assassination which started the war, but aside from a vague explanation that nations started lining up behind their allies and then everyone fought, I never quite understood how one lead to the other. Do you know of a good book which explains this well?