I'm trying to put a finger on the fiction writing period from about 1900-1914. It's difficult. I'm not a historian, so please don't take all this as intended as authoritative, just throwing ideas around. And granted, there were pulp magazines at this time (Argosy started in 1896), but this just wasn't the Great Age of Pulps.
There seems to be a logical splitting point at the turn of the century - 1865-1900 - Late Victorian. 1900-1914 - Edwardian/Belle Epoque. High literature was still obsessed with Realism. Modernism was inventing itself but hadn't become popular (post-WWI).
But eh, I'm not really concerned with high literature. Something I'm finding is that popular and children's literature was becoming more fantastic (Oz, Burroughs, Dunsany, Chesterton). This was the start of the great era of ghost stories (MR James, EF Benson).
A common theme seems be that there are two worlds, a normal world and a secret one.
Spiritualism advanced the theory of the world of the dead as a scientific fact. Psychology (Freud and Jung) advanced theories that our minds weren't entirely aware of themselves, that much was hidden (in synchronicity, the Titanic sank in 1912 in a conflict between Science and That which Lies Beneath).
Socialists were becoming impatient with their alliances inside their national governments (the Russian revolutions started in 1914) at the same time that national governments were seeing the peak of nationalism (as WWI started in 1914). Inside the national pride were ethnic movements, threatening to split nations apart (e.g., Austria-Hungary). The British Empire had its last heyday; it was falling apart by the time WWI was over. But - for the time being - war was far away, in the dark corners of the world.
Science introduced the paradoxes of relativity.
The occult was prominent, with theosophy, OTO, and Golden Dawn either beginning or continuing strongly. The Third Great Awakening was still running its course among American Christians. The Pentecostal movement was setting tongues on fire.
It's like writers are warning, "You can only pretend to hold to the status quo for so long before it will all fall apart. 'Normal' will only take you so far." But that could just be hindsight from my perspective.
Selected works from the period:
The Wizard of Oz books (note: L. Frank Baum spent the end of the 19th century in Aberdeen, SD, which is probably the basis for "Kansas.") - Theosophist
Edgar Rice Burroughs - SF/F themes. Tarzan, Mars, Barsoom...
GK Chesterton - Christian allegorist. The Man who Was Thursday.
Lord Dunsany - Fantasy. The Book of Wonder.
JM Barrie - Peter Pan.
Frances Hodgson Burnett - A Secret Garden.
Rudyard Kipling - Just-so Stories.
Arthur Conan Doyle - Lost World books. (He became a Spiritualist, but that was later.)
Jack London - Call of the Wild. His mother was a Spiritualist.
Kenneth Grahame - Wind in the Willows
MR James - Ghost stories
EF Benson - Ghost stories
Gaston Leroux - The Phantom of the Opera
Baroness Orczy - The Scarlet Pimpernel
Maurice LeBlanc - Arsene Lupin, criminal mastermind.
Joseph Conrad - Heart of Darkness.