In Hyperdimension Neptunia, the Console War was a battle between all four CPUs to determine who would rule Gamindustri as the one True Goddess. The battle started prior to the events of the first game and lasted for eons until the other CPUs decided to join forces and take down Neptune, banishing her to the world below.
As you proceed through the game it is revealed that Arfoire was originally the world's only CPU and had abused her powers only to be stopped by four heroes. After her defeat she promised never to misuse her powers again and seperated a portion of them from herself, creating Histoire. Arfoire and Histoire came together and birthed four CPUs to take her place and rule over Gamindustri.
After the creation the four CPUs, Arfoire turned them all against each other by saying that the others were going to throw Gamindustri into apocalypse and that they should do defeat them so that the Celestia and Gamindustri would recognize them as the one True Goddess. As a result of this, the CPUs spent years fighting, leading to the opening events of the first game.