What year does the game start in?

it changes depending on the map, but as for as i know, there's nothing fixed

As noted by Nemuritor, the beginning years vary from map to map, but if memory serves those map scenario start years are some time between 1932 and 1940. A lot of countries, especially the smaller ones, effectively started WW2 with WW1 technology. And while WW2 in Europe started in September 1939, most people forget that China and Japan had been continuously fighting since 1937.