Learn Russian: Война шла с 1939 до 1945 года, это была трудная эпоха. - The war went on from 1939 to 1945, it was a difficult era.

Because they follow с (from) and до (to/until), they are in the genitive case. In Russian, years are read as ordinal numbers (like "the 1939th year"). Crucially, only the very last word changes its ending. So you read this as с тысяча девятьсот тридцать девятого and до тысяча девятьсот сорок пятого.

Why is the word года (year) only used once, and why is it in the genitive singular?

When giving a span of years, you usually drop the word for "year" after the first number to avoid repetition, placing года only at the very end. It is in the genitive singular because it pairs with the ordinal number (literally, "from the 1939th to the 1945th year").

Why does the sentence use шла (went) to describe a war?

The verb идти (to go) is used idiomatically in Russian for events that unfold, progress, or last over a period of time. You will see it used for movies, concerts, meetings, rain, and wars. Because война is feminine, we use the feminine past tense form шла.

If эпоха (era) is feminine, why does the second part start with the neuter это instead of эта?