Essentially, as others have said, the start date seems to be for two reasons.
First: starting in 36 gives you some time before the historical start of the "major" part of the war (around 39) to shape your nation and prepare for the coming storm, as well as to plan out things differently so that the war unfolds in a way that did not happen in history (as starting too late would give you too little time to change things by building up or alliances or policies and such, only by warfare).
Second: starting in 36 prevents you from having a MASSIVE amount of time to build up your forces and change the course of the world. If you started in, say, 33 - World War 2 could be long over by the time 39 even rolled around, and it would be an entirely different war with different nations having different levels of power and territory (despite only a 3 year difference).
So in short - it is a good mix between starting early enough to changew things, and not starting so early that it makes it being based around World War 2 meaningless.
First: starting in 36 gives you some time before the historical start of the "major" part of the war (around 39) to shape your nation and prepare for the coming storm, as well as to plan out things differently so that the war unfolds in a way that did not happen in history (as starting too late would give you too little time to change things by building up or alliances or policies and such, only by warfare).
Second: starting in 36 prevents you from having a MASSIVE amount of time to build up your forces and change the course of the world. If you started in, say, 33 - World War 2 could be long over by the time 39 even rolled around, and it would be an entirely different war with different nations having different levels of power and territory (despite only a 3 year difference).
So in short - it is a good mix between starting early enough to changew things, and not starting so early that it makes it being based around World War 2 meaningless.