It is difficult to understand the Second World War without some concept of the First World War. Many of the seeds of what happened in 1939-1945 were planted in 1914-1918. Even some of the battles were fought on the same land by the same countries led by leaders who were in both wars. You can find more episodes here.
This episode provides a very broad outline of the major events of the First World War. For more details, my recommendation is Barbara Tuchman’s The Guns of August. You can get it as an audiobook and support this podcast at AUDIBLE.