In the book Before the Awakening, a passage says that Finn was training through some historical battle simulations:
For the better part of a week, they studied and were repeatedly tested on different historical battles, many from the Clone Wars, some even earlier.
Since the Republic didn't have a standing army before the Clone Wars, they couldn't have been battles that they were part of. So what battles would these have been?
While our knowledge of Pre-Clone wars battles are limited, there are few. Besides the battles between the Jedi and the Sith (which I doubt finn studied, being a stormtrooper and all), the only canon military conflicts are the Invasion of Naboo and the Mandalorian Civil War.
The Star Wars galaxy is a big one though, and while we don't have a lot of reported battles to go on, there could have easily been hundreds of localized conflicts between individual factions, despite the republic's relative peace at the time.
The Tarkin novel provides a great example of this. The book talks about how the Seswenna sector was dealing with a pirate problem, and how the Eraidu and the systems in that area of space formed the Outland Regions Security Force to help mitigate the problem.
So while we don't know of many major conflicts, there were probably lots of them worth studying.
Keep in mind that this only really takes into account the current canon. The Legends List of battles page is really, really long.
As far as my personal knowledge of the Star Wars* universe. goes, I know of only the rebellion against the Empire and the clone wars.
But suppose that an Earth person only knew about World War I and World War II and then heard someone mention studying battles in World War I and even earlier. Obviously he would deduce there were battles and wars before World War I, just no previous world wars. And if he knew much about Human nature he wouldn't be surprised.
IMHO Thunderforge's reaction should have been "of course there must have been battles and wars before the Clone Wars and even before the Republic". Wars before the Clone Wars and even before the Republic began would not be prevented by the Republic's lack of a standing army - the only thing one could deduce about such wars is that the Republic's non existent standing army would not be involved in wars happening when the Republic did not have a standing army, nor in wars before the Republic began.
The extended universe used to have a history of tens of thousands of years with many wars. I don't know how much of that is still canon. But it is easy to deduce that even if there are no longer any canonical Wars before the Clone Wars there must be many earlier wars in the not yet created or official history of the Star Wars universe.
It is easy to deduce that the Clone Wars might have been the first big war in thousands of years but certainly wasn't he first war ever in the recorded history of the Star Wars universe.
