Though it's an older book, Barbara Tuchman's The Proud Tower: A Portrait of the World Before the War, 1890-1914 makes for a very readable presentation on what the world of 1890-1914 was like. It is worth noting her focus was on the western world, centered around the United Kingdom, France, Russia, Germany, and the United States, as well their interactions with other countries.
Tuchman noted that she deliberately does not discuss World War 1. It's an interesting choice, given how well we know it is looming over this book. As she explained it, given the people she portrays were not aware of what was to come, she wanted to present their world free of it. That's not to say they were totally ignorant of the possibility of the coming war - many times she mentions the feeling that various personalities she covers have about an upcoming war - often looking forward to it with a nationalistic pride. But clearly, none could know what a disaster for humanity the war would prove to be.
Tuchman divides her book into a series of overlapping essays that cover overlapping periods. They are:
- The Patricians: England: 1895-1902. A view of upper class English society.
- The Idea and the Deed: The Anarchists: 1890-1914. Presents the anarchist movement of the period. I found this chapter rather interesting given how while we've no real anarchist movement in oujr era but we do have familiarity with the fear of the terrorist.
- End of a Dream: The United States: 1890-1902. Covers the transition of the United States to an Imperial Power with the Spanish-American War and the battles of Thomas Reed in the House of Representatives to turn that entity into an effective governing body.
- Give Me Combat: France: 1894-1899. Focused around the impact the Dreyfus Affair had on France.
- The Steady Drummer: The Hague: 1899 and 1907. Covers the peace conferences of 1899 and 1907 with the Imperial powers trying to accomplish nothing that could put them at a disadvantage while having something to take to their people at home.
- Neroim is in the Air: Germany: 1890-1914. Imperial Germany with an emphasis on the music of Strauss.
- Transfer of Power: England: 1902-1911. The Liberals take control of the government of the UK, with the aid of Labour. The breaking of the power of the House of Lords.
- The Death of Jaurès: The Socialists: 1890-1914. The international socialist movement as it swings between practicality and idealism, especially as a world war looms.
As a collection of essays, Tuchman did not present the absolute definitive work of all details of live before World War 1 - any of those essays could be (and has been) made into an entire work unto itself. But she did provide a very reasonable overview that gives a series of tastes that gives us an interesting perspective on the dreams and worries of the people who lived before World War 1.