Currently they are half way through the war, but you can still catch up (here is the complete, week by week, list of episodes in chronological order). The episodes are generally only a few minutes long, but very informative. What really sets this series apart from all the other documentary series is you get a sense of how the war progressed from the perspective of someone who only has the small day to day, week to week, details. Usually history documentaries focus on topics, or single events or important series of events such as a battle or campaign. But this series by covering the war a week at a time immerses us in the true scope of the war and how it would be perceived by someone who lived it.
Indy Neidell also covers topics or events generally ignored in most history classes, because he has the time to address the small things and to build a narrative around them. For example he had an episode about Poland in WWI, which isn't talked about much because Poland wasn't an independent country at the time. Or his episode on South Africa and their involvement with the war. On the channel they also put out special episodes to cover specific topics such as Lawrence of Arabia, or Shell Shock.
This series is both an incredible introduction to WWI, and a great resource for learning about the war in depth. Most educational video series only serve as a good introduction to a subject, but this series goes beyond that into a great academic resource. It is not something that should be missed.
As a note, this series deals entirely with WWI, and as such may not be appropriate for small children. The series uses historical footage from news reels which occasionally includes the aftermath of battles.