The 1939 era is a warmode (game mode) included in the base game. This game mode is very basic, only including units that are classified as 1939+ in the game. That means you won't have any Anti-tank Bases, Prototype Bases, Secondary HQs, or Administrative Buildings. With the exception of France, no heavy infantry is available.
Most nations will be limited to light and medium tanks, with the exceptions of the United Kingdom, Soviet Union, and France. In addition, only the United Kingdom, Italy, and Germany have access to their fighter-bombers in the 1939 era. In this era countries such as the United Kingdom, Soviet Union, and France have access to more advanced technology whilst countries such as Germany suffer from the opposite. Wise money management is essential in this era, because once the all the Supply Dumps are used up, your only source of money will be the $1 every 3 seconds from your HQ. All in all this game mode requires skill, planning, and being cost effective with your units.