I'd imagine it depends greatly on the nation's involvement, as you'd probably learn more about periods of occupation than when a war was declared. I was taught 1939 because Canada was roped in as soon as the UK declared war. A lot of Americans probably think of 1941, when Pearl Harbor was attacked by Japan.
The sense of being in a war is very dependent on propaganda and very deliberate media messages, so it's a good example of that bias and relative perspective.