The thirty year war started around 1618, when Ferdinand II. attempted to enforce Roman Catholicism, which the Protestants didn't agree with, therefore this created a huge conflict, which lasted for 30 years. It's divided into 5 phases:
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The first was the Bohemian phase (1618-1621) where the Protestants fought the Catholics. A key thing to remember, is the so called Defenestration of Prague, where Ferdinand's royal representatives were thrown out of a window.
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During the Palatinate phase (1621-1624) the Protestant rebellion had been crushed, and Frederick V. was forced to give up by the King of England.
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ALLIANCE
The Danish phase (1625-1630) started because of Christian IV, the Danish Protestant king, who felt threatened by Ferdinand II, which started the next conflict.
The Swedish phase (1630-1634) was the fourth phase, where the Swedish King and his army invaded Germany.
During the French phase (1634-1648) the French were threatened by the strength of Habsburgs, therefore they joined the Protestants, even though they were Catholic, just to have more allies, and hoped that this would end the war.