Welcome aboard.

You should get radio messages informing you of both the commencement of hostilities against Poland on September 1st, and the declaration of war by Britain and France 2 days later.
There is also a flags chart in GWX (UZO and periscope views) where you can check each nations status throughout the war.
EDIT: Beaten to it!
I'd recommend playing at least a few patrols with just GWX to get a feel for the scope of it before you decide what additional mods you need.
But this may be a good place to start.
http://www.subsim.com/radioroom/showthread.php?t=170090