How did the Cold War actually start?
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This is hard to say. As the name suggest the cold war never actually started. Already in the Russian Civil War from 1917 to 1923 there were a series of interventions from the UK, France, US, and others to help out the White against the Red communists. Then in the Winter War of 1939 Finland received help from UK, France and other western nations to fight the Red Army. And while the Soviet Union were part of the Allied during WWII there were significant distrust between them which required several in person conferences between the top politicians and diplomats to agree on a war plan and how to divide the spoils of war. They were all planning for the cold war already while they were losing WWII. And towards the end of the war generals and soldiers on both sides were openly discussing the desire to continue fighting each other after Nazi Germany were defeated. There might even have been some firefights between western allied forces and the Red Army towards the end of the war.
And then there were the Korean war which started in 1948-1950. Kim Il Sung was appointed by the Soviet Union and he had to ask Stalin for permission to invade South Korea. This was the first big proxy war that was part of the Cold War. And although there were many smaller hostilities either directly or indirectly between the United States and Soviet Union the big direct confrontation happened in the Cuban Missile Crisis in 1962. This was when the US Navy blocked USSR transport ships which were probably carrying missiles, soldiers and nuclear weapons to Cuba. If the cold war had not started before this it was started then.
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