Sarajevo is the capital city of 
Bosnia. Although Bosnia was part of the
 Austro-Hungarian Empire, it was also claimed by 
Serbia. 
On the 28th of June, 1914, the Austrian crownprince Franz Ferdinand (and his wife) visited Sarajevo. A group of Serb nationalists, called The Black Hand, planned to assassinate the arch duke while he was visiting the city. They wanted to show how much Bosnians and Serbs hated Austria-Hungary.
After several failed attempts, the leader of the gang, Gavrilo Princip, shot Franz Ferdinand and his wife. 
Austria blamed Serbia for the murder and soon declared war on Serbia. Because of the alliances, several weeks later all of Europe was at war.