Finding materials on World War I can be tricky, but with smart searching the obstacles can be avoided.
When keyword searching for primary sources, remember that the term "World War I" was not in use until after World War II. Even the term "Great War" probably was not used from the start of the conflict. Words used to describe the war will change over time. Keep this in mind as you search. Remember too that the terms will be different depending on the source.
Secondary sources require a little consideration too. The library catalog's subject headings use the term "World War, 1914-1918" so searching "World War I" will not retrieve all relevant materials.