Complex sentence: In Moscow he married the wealthy Nadezhda Mazurina and had a son, Sasha, but life would become difficult, as World War I would begin in 1914, during which he often spoke at charity events for wounded soldiers.
Split into simpler sentences: In Moscow he married the wealthy Nadezhda Mazurina and had a son, Sasha. During the World War I, which started in 1914, he often spoke at charity events for wounded soldiers.