I may be having that same issue. At the beginning of a game I do not attack active players. In this game I am an ally with Germany. My bad play started when I attacked Communist Russia from Poland. I was two to three days into the attack when I received a message from Communist Russia that I should look to my west where someone was moving to attack me. Turns out France and Communist Russia were allies. Regardless of France, I immediately ceased fire with Communist Russia and told them I didn't realize they were a player and that I would return all their provinces to them. Looking back I can see it was a bad idea. I now realize that France, Communist Russia, and Germany are allies. There can only be three at the end if the game is RETIRED. Remember, I too, am an ally with Germany. There are too many in this fight. At some point I will have to take out France since he is the only one that messed with me but I doubt I can get away with it at this later point in the match. So in the future, I will stick with how I started and have to assume that Communist Russia came into the game after I had started my invasion.

Sadly, there are no etiquette rules in CoW. However, today in the world map I attacked France without anyone joining, and then someone joined. He offered ceasefire, and I declined (I was clearly winning). Now Algeria has invaded from the south, and has caught me off guard, with very few troops in my cores. Rushing troops south to save myself.