Monday marked 100 years since Britain entered the conflict - one of the bloodiest in history - by declaring war on Germany at 11pm on 4 August 1914.
Millions of lives were lost, including 750,000 British and Commonwealth soldiers, before the war came to an end with the signing of the armistice on 11 November 1918.
Events have been held across the world to mark the outbreak of the war.
First Minister Peter Robinson attended events in both Scotland before taking part in services in Belfast.
The DUP leader said: "I am deeply honoured to attend these very poignant commemoration services and to pay tribute to the brave servicemen and women who served and died for our freedom.
"The key themes of remembrance and reconciliation are relevant to all of us in Northern Ireland as we continue to build a peaceful and shared society.
It has often been said, but we must never forget the supreme sacrifice of so many to build a better future for us all.
A service of commemoration took place at St Anne's Cathedral in Belfast on Monday evening followed by a candlelit vigil at city hall.
During the service, the Archbishop of Armagh Dr Richard Clarke, said: "War must always represent the abject failure of the human spirit and of humanity itself.
"It can never be other and we should never pretend it is other.
"Without being guilty of the worst kind of religious escapism, we cannot spiritually separate the violence, the carnage and the suffering of the innocent that is under our gaze today - whether in Gaza, in Israel, in Syria, in Ukraine or in Iraq - from our memorialising of the beginnings of the First World War."
Northern Ireland Secretary Theresa Villiers, First Minister Peter Robinson and Irish heritage minister Heather Humphreys were among those attending the service.
Young people lit five candles, each representing a year of the war. The Royal British Legion raised two standards and an act of remembrance was introduced by Dean of Belfast John Mann.
The church's construction began in 1899 and in 1924 its west front was designated a memorial to men and women who died during the First World War.
Eight volumes of books in the cathedral record the names of those from across Ireland who fought and died during the 1914-18 war.
In the Great War we see heroism and cruelty standing side by side, we see cynical disillusionment and moral determination intertwining and we see hope and despair in equal measure and on every side.
Archbishop Dr Richard Clarke
Dr Clarke continued: "This was the first time that the weaponry of war could be fully industrialised and it was, also for the first time, that the phrase total war was coined to indicate that civilians were to be regarded as being as much part of the war as the military."
He said extinguishing lights throughout the UK, a reminder of words used to characterise the outbreak of war by then British foreign secretary Sir Edward Grey, was an appropriate memorial.
"But yet, as people of faith, we must be ready to set alongside it another message about light and darkness, that eternal truth of the Gospel," said the clergyman.
"The light shines in the darkness, and the darkness has not overcome it."
Dr Clarke said it was easy to create monuments to hatred, painful to recognise beauty.
He added: "Memorialising can be a crude, self-obsessive and vengeful thing - an empty shell of past hatreds that seeks to demonise an enemy forever - or it can become, with forbearance, integrity and true spiritual courage, a thing of beauty that can strive to radiate the glory and the presence of God."
Ahead of the day's events, the Secretary of State Theresa Villiers, said: "One hundred years on from the start of the First World War and the huge scale of the conflict and the enormous loss of life is no less shocking today.
"It is very important that we remember the sacrifice made by men and women from across these islands who gave so much for our freedom."
Events over the coming days will also raise awareness of the UK and Ireland's shared history and improve our understanding of the causes and consequences of war
Services and events also took place in Co Down and Londonderry.
A cannon was fired from the wartime fortification at Grey Point Fort in Co Down to commemorate Britain's declaration of hostilities against Germany.
The location was part of a network of coastal defences which guarded the mouth of Belfast Lough during the First World War.
It was decommissioned in 1956 and has been managed as a historical monument, one of several examples of defence heritage across the country.
Historians have estimated that more than 200,000 Irish-born soldiers served in the British Army and Navy from 1914 to 1918.
Many from Northern Ireland enlisted in the 36th (Ulster) Division, which fought at the Battle of the Somme in July 1916. The division suffered 5,500 men killed, wounded or missing in two days of fighting.
A First World War exhibition, meanwhile, is taking place in Londonderry as part of the commemorations.
The Art of War exhibition is part of the Apprentice Boys' Maiden City Festival and features pieces created by soldiers in the trenches during their time on the western front.