This is gonna be tricky - the history of both the world wars and the Cold War placed heavy emphasis on international relations. Globalization was on the rise during this time and there wasn't a single country who wasn't affected by another's actions. 

Also, colonialism - I'm pretty sure most of the countries nowadays were either colonizers or colonies themselves. So I'm not sure how non-colonizer countries will go about making their CS.

Therefore, I suggest that we establish at least two superpowers, several major colonial powers and the participants in the war first before moving on to other things. I don't think we can start the RP coherently without having these roles taken (NPCs controlled by the GM would do).