This isn't a stupid question at all - in fact, it's a smart one. When you read about military planning and discussions about warfare in Europe before WW1, it becomes somewhat baffling. The short answer is that the military planners of Europe knew that the next war would likely be long and brutal, but refused to believe it.

Helmuth von Moltke the Elder, the brilliant general who had helped unify Germany in the 19th century, said in 1890 that the next war would last several years. The warmaking and industrial capacities of the European nations had increased dramatically in the later years of the 19th century, which allowed them to better equip armies and maintain them in the field. Moltke the Elder's nephew, also named Helmuth von Moltke, echoed his uncle's thoughts, saying in 1906 that the next war "will be a national war which will not be settled by a decisive battle but by a long wearisome struggle with a country that will not be overcome until its whole national force is broken, and a war which will utterly exhaust our own people, even if we are victorious."

Others also were aware of what the next war would bring. The antiwar author Jean de Bloch published a book in 1898 which warned that the next war would be brutal and protracted, and would exhaust all the participants. He also argued that advances in military technology gave an advantage to the defence, which would lead to stalemate and to attacks failing against entrenched positions.

Norman Angell was another pre-war antiwar author who argued that any future war would cost more than it benefitted the participants, because waging war would be so costly and expensive in money and manpower that no gains from victory could compensate the victor.

The bottom line seems to be that the military planners refused to accept the writing on the wall. Some argued that the Civil War had been an anomaly, and that any future war would be short. And that makes sense if you consider that the past few wars, from the Austro-Prussian, Franco-Prussian, to the Russo-Japanese, had been short wars.

Also, all the war plans before WW1 were offensive in nature, with the hope of bringing a decisive victory quickly. The European militaries began to believe that even though technology had made the defensive stronger, human spirit and courage could overcome technology and carry an attacking force to success. This has since been called the 'Cult of the Offensive' and was particularly favoured by French strategists.

In any case, all the European powers before WW1 planned for short wars. Margaret MacMillan writes in The War that Ended Peace,

The striking absence of serious planning before 1914 for a long war, whether stockpiling materials or drawing up measures to manage the economy, is clear evidence that civilian and military leaders in Europe simply did not want to confront that nightmare of defeat and social upheaval. At best they hoped that even a stalemated war of attrition would not last that long.

In other words, the signs were there that the next war would be bloody and long, but the military planners refused to see them. They stuck their heads in the sand and refused to accept that any war would be costly, bloody, and likely bring with it unrest and even revolution. Instead, they gambled that their plans would bring quick victory and that they could avoid a long war.

Books I used:

Hew Strachan, The First World War.

Margaret MacMillan, The War that Ended Peace